If I remember correctly, this was not written in the early user manual, but now I found this line.
"Note: In the current mode, when the signal output waveform is pulse wave, sine wave, and sawtooth wave, the oscilloscope's maximum measurement time base is limited to 100us. If you switch to the restore time base, the signal output will be set to square wave."
Was this bug just swept under the carpet, or is there a proper explanation for why the signal generator behaves this way when you turn it on via the scope?