Hi,
Inside the spectrum analyzer, there are several locations where averaging "stuff" can occur.
There's one location, near the end of the processing path, called the trace average on most spectrum analyzers. At that location, the trace average can be either:
* log-power, or
* power, or
* voltage mode averaging.
All three are indeed averaging methods. And they are likely to appear in the Bandwidth configuration menu. Consider them as children of the "trace average" function which is the parent.
Those children settings have zero effect on the trace when the parent (trace average) is off.
Keysight/Agilent/HP have a sort of unwritten convention, that many of their spectrum analyzers always display the child averaging type on the screen, regardless of whether the parent "trace averaging" is on or off. The child technically doesn't exist without the parent, but the child type is still displayed. This probably goes back decades, and people don't like changing conventions sometimes even if it doesn't make sense. Please note that I'm speculating, I wasn't around at the time, I've merely used a few SAs and have seen that child value displayed always, it's permanent.
On one of the screenshots in reply #3, the way you'd tell if that trace averaging was enabled, is to see if a number is present in that yellow text I believe (I don't have a Siglent SA). I've reproduced it in the attachment below. You can see the number 94 (yellow arrow in my attachment) and it has not quite reached 100 yet, which is the set value of the number of sweeps for averaging (red arrow). So, the averaging type (LogPwr) in the blue box on the left is valid.
If there was no number in yellow, then that means that the blue box item on the left has no effect. As mentioned, this is convention.
You can test on your spectrum analyzer that this is true, because if trace averaging is switched off, then regardless of that child setting, you'll see no difference on the trace (if you do, then that's a question for Siglent to justify! : ).
So, if you don't want averaging to apply at that location inside the spectrum analyzer, then you'd have to turn off trace averaging, and simply accept that the text is there unfortunately.