Yeah, how more stupid can it be !
You need to blow out the circuit you are testing before having the time to enable OCP...
This power supply is nice overall, although a bit week on max current on the +/- 25 volts outs, but the OVP and OCP are useless.
All my lab is Rigol and I'm quite happy with all equipments so far, but my next PSU won't be for sure, unless they change this.
The problem is that I don't remember having seen this fundamental problem in reviews, so I guess no one is aware of this flaw before buying.
Now ok, it's not dramatic, in most cases you just have to disconnect the positive banana plug instead of using the button, but for a programmable PSU, well