i never had this issue with a Amprobe AM-570 that got stolen.
or my cheap UNI-T UT61E that i replace for this BM786
Maybe they had slower continuity function.
As others have said, if you probe a discharged capacitor it will appear as a short-circuit for a fraction of a second. That's electronics.
If a meter's continuity test is fast then it will beep. If it's slower, it won't.
nb. It will also depend on the meter's continuity test voltage, the size of the capacitor, the ESR of the capacitor, etc.
OTOH the meter
might be defective. Find the minimum resistance it beeps on, eg. with a potentiometer and measure that resistance. Does it match what it says in the manual?