I had a demo unit, I did a SAVE "Screen Image", Rigol emailed me back that this is not a bug...
If there is no separate function to save just the waveform, then this is indeed a problem. But if Rigol provided a way to save the waveform, then my take on this is "saving a screen image" means saving EXACTLY what's on the screen ... So this would be a feature, not a bug
If Rigol would provide a "save screen image" that picks stuff from the screen and omits other stuff, they would never be able to get it right. There would be as many opinions about what should be included and what should be omitted as the number of screws in the unit
For example, consider the case where a college bought these and wants to write a course manual for the students. In this case, you would want those dialogs on the screen. You would also want the pop ups that show the errors when something was done wrong.