And it seems to be actually so that the Siglent knows no duty cycle measurement, I have currently found nothing about it.
That would be a wish for a firmwareupdate in the future.
None of my lab grade bench DMM (and I have quite a few of them) supports duty cycle. Not even the humble 4.5 digit Fluke 45 has it, let alone the higher end Fluke 8846A or Keithley 2000, 2015 as well as the high end Keithley 2001/2.
Yes, the industry standard Fluke 87 has it, but not every feature that might be handy on a "swiss knife" type handheld DMM is also appropriate for a lab grade instrument. There have been times, when serious bench DMM didn't even have a continuity check - of course not, why would you want to have a 50 cent function in an expensive 6.5 digit meter, that you could easily build yourself with a battery and a buzzer?
Nowadays, lab grade DMMs tend to integrate more and more questionable functions, just to make their feature list longer. Frequency measurement is one of them. What is the use to have a frequency measurement in a precision multimeter, when the accuracy has to be specified in percent instead of ppm or ppb? Even the cheapest frequency counter as well as any serious DSO will be better than that. And it is just funny, when a meter can measure voltages more accurately than frequency...
The same goes for capacitance measurements. Yes, ir might be handy sometimes, in a pinch on site, hence a Fluke 87 has it, but in a lab? You cannot measure small capacitors. You can measure big ones, but you cannot determine their quality or functionality. It might be enough for a tinkerer who knows some workarounds (and has the time to apply them), but not for professional use.
Much more important for a precision bench DMM are the more hidden features, like the max. range, where a high input impedance (>10 GOhm) can be maintained, and the input bias current in this mode.