Interesting that they bring out a new firmware.
I have contacted Rigol (Europe) in beginning of May, and they said that this is most likley an hardware defect and that i should sent the oscilloscope in for repair.
I have sent it in, and now it does not show this corruption issue any more. The unit I have got back is the same as i sent in (same serial number). The only change that i could notice from the outside, that another (but older) firmware was installed (version v00.04.04.03.05 from 2018). Im not sure, but i think that i have installed the old firmware version before (and upgraded later) and the issue were occuring there too, so i think that during the repair something was changed on the hardware.