Both the WFG and the counter have tolerances in their accuracy. The JDS6600 is +/- 20ppm.
I don't know what you counter is rated at, but you are showing it has 3 digits less resolution than the WFG. Is the right?
In any case, it looks to me as though you are fairly well within tolerances. Expecting them to be exactly the same is asking a little much.
The only way you will see that is on much more costly equipment where both the frequency counter and the WFG can be driven by the same external reference.