Yes it's a known issue however Siglent provided the tools to null any channel disparities in the original design.
Utility P2> Phase Mode used with Parameter> Phase can apply the adjustments to minimize any channel Skew when/if/as required.
The phase adjustment between channels is not the same as skew compensation.
For example, the coupled outputs at 100 MHz show a phase shift of about -11.54 deg. (that's a 320 ps skew). At 50 MHz, phase shift is -6.44 deg (355 ps). The actual phase (which should ideally be 0) has changed, and the skew is [more or less] constant.
The generator outputs are connected to the scope via 1 m RG316 cables (delay checked: no change if swapped) and 50 ohm terminators.
In this quick test I didn't found significant differences changing "Utility p.2 | Phase Mode" between "Phase Locked" and "Independent".
Applying a -11.54 degree phase compensation (Utility | CH Copy Coupling | Phase Dev), the 100 MHz output is quite fully compensated (now the waveforms are in phase), but at 50 MHz the phase shift is about +5.11 degrees.
In conclusion, the actual phase between coupled channels is quite different from the value set in Utility, and it changes with frequency (tolerable at low frequency, too large at higher frequencies).
To make things right, there should be a skew compensation in addition to Phase Dev, so that when Phase Dev is set to 0 the coupled waveforms are actually in phase at whatever frequency.
Because of hardware limits, there would still be an error, albeit significantly less.