Thanks for answers.
Does the same thing occur when you attach a static load (ie. a resistor) and then put it in constant current mode?
I've tested this. It behaves completely the same at the static dummy resistor load.
1. Set 2V as a limit, 0,5 Amps as current limit, attach 3,3 ohm resistor
2. Load on - everything is fine
3. Change the voltage limit to 1,9 volts
4. Good bye! 1,9 instead of actual output.
Now I really interested if it is a software bug or is it a hardware design feature. And I definitely don't think that it can be normal power source behavour...