This is just a hunch I have, but I think it's OK for the measurement waveform to be like that. I've searched for some details on how these meters from agilent...er, keysight make Impedance measurements, but couln't find anything.
There are several methods one can employ, to measure complex impedances.
For example, a Peak Atlas LCR45 has a positive spike, then a negative one and after that a few periods of a sinewave and that's it.
If you could also add a pic of the waveform, that would be of even more help and maybe other more experienced people can give you a definitive answer.