I added a 1MEG resistor for return path. This should solve the issue. The downside is, it steals some shunt current when switch is on.
Optocouplers are an interesting solution, but expensive and I have a reliability concern. So, may be I'll one optocoupler just to drive the lowest range where this 1M resistor will introduce a noticeable error. Although, for me it's hard to say if this makes much sense because there are three or four opamps connected to the output and their input bias introduces some error too.
Another issue is leakage currents. I'm not sure how measure it, tried to use uCurrent Gold, but numbers were jumping around quite a lot in mV range. I tried to connect my an8008 dmm directly as shunt in mV voltage (hoping it has ~10M input impedance), but got confusing reading. Also, turned out uA range on that DMM doesn't work. So, I used ut61e in uA range.
I connected TSM210N02CX fet, applied 20V across drain and source with zero gate voltage, ut61e show 0.00uA current. Then I heated it up to some 70-80C (crudely heating with a 100C heatgun) , I got leakage of some 0.10uA or so. So, I guess, it's good-enough for me, I just need to keep them below, say, 50C. I didn't measure the gate leakage, but I have so many fets around, that if it becomes a problem I'll install another one, preferably without protective zener on the gate.
PS forgot to ask, does reverse-biasing of the fet's gate helps with drain-source leakage?