I don't know anything about the 2D72...
From page 24 of the User Manual, I get the idea that you can use the device for an AWG or a Scope but not both concurrently. Note that they display the sine wave on 'an' oscilloscope, not the tool itself. That idea seems consistent with the 'Scope', 'DMM', 'AWG' menu keys. It's pretty clear that you can't use the display for the 'DMM' function and the 'Scope' function at the same time.
But, what do I know?
Take the signal generator output and loop it directly to a scope channel and see what happens. Trust me, Kirchhoff's Laws hold.
You also need to settle on 'ground'. The shield of the generator is ground as are the shields of the scope probes (or at least they should be). So, all of them need to go to the same point, the bottom rail of the schematic. This means it is easy to measure the voltage on the lower resistor but it is not possible to measure the voltage drop across the top resistor because you can't put the probe ground at the intersection of the two resistors.
https://www.circuitspecialists.com/content/476383/HANTEK2D72_Manual.pdf