It's, kind of coincidence, kind of not, I guess? Probes are some megs and some pF, equivalent to the diagonal asymptote being further to the left (more C), and a bit lower down (more R). So, it's directly applicable when the components are crossing in that region -- but there's no reason to expect that time constant should be independent of value, indeed it should be proportional. Which means, that would indeed explain the soft corner; but not the tick up on the left. (And you can make probes with whatever resistances, and the hook scales proportionally, just as the soft corner does here.)
Dielectric absorption, now that's interesting; I suppose it could even be something like substrate (does the fixture use FR-4?). But again it seems unlikely that it should be so strong (it's a constant number of dB from the flatband level, and independent of attenuation level?), or that it should attack so suddenly (it looks roughly like another simple pole; absorption I think I'd expect a diffusion mechanism instead? -- not that we have much of the curve to really infer much about its overall shape).
Of the materials in the resistor itself, I would think that's very unlikely; the alumina substrate should be pretty clean, and the enamel is very thin. But Idunno; is alumina known to have significant absorption at lower frequencies? I suppose it could, if it's got like hydroxyls in the crystal, or adsorbed water or something. Neither of which should really be all that significant given how it's made (fair purity, high density (very low porosity), high firing temperature), but it would be interesting if true.
It really just seems like AC coupling in the system... was an AC block accidentally left on, maybe?
Tim