The CAT rating compliance for this meter dates from 1995 (IEC 1010-1 and UL3111-1), hence the lack of a CAT IV rating.
As you know, the regulations have changed several times since then.
For instance, nowadays, 2000V instead of 1000V has to be applied to the amp jacks, with ruptured fuses in place, to check for arcing on the traces.
So, although it has the right fuses, that's not the whole story.
There is no MOV or spark gap to be seen on the PCB, which is strange, as the manual mentions that the current limiting resistor and the spark gaps would have to be replaced in case of overvoltage.
All it has, is a PTC on the Volt side.
I checked the UT71D for high frequency measurement with banana plugs. At the limit of my function generator, 20MHz, it is right on the money, reading 20.000. I can't say what would happen with a higher frequency, but the manual mentions an accuracy of 0.01%+8 should be expected up to 40MHz. Anything above that is unspecified, probably for the reasons that Alm talked about earlier.