PeDre
I just tested that on mine.
With one channel enabled, and thus sample interleaving for 2.5GSPS operation at high sweep speeds, I can reproduce this. It looks like the default conditions change the sample rate from 2.5GSPS to 1.25GSPS between 500us/div and 1ms/div. When a second channel is enabled from the same group it never is in interleaved sampling mode. The relay click appears to be associated with that transition to/from interleaved sampling, and since it no longer needs to be interleaved, the scope changes that internal mode at that point.
I am not familiar with the internal architecture to answer why a relay clicks during that operation, but it would make sense to be associated with the switch to the signal path routing for interleaved mode.
Does that help?