(this is one possible thinking road only

)
Probe is antenna.
If you connect probe GND to probe center pin you make simple loop antenna.
Turn radio on and listen around 103MHz. There is maybe roc'n roll. (also you can listen this Rigol with radio)
(Of course in this situation in normal lab it can check with spectrum analyzator. (rigol own FFT is nothing useful for this case)
This is what I first think after I read your question and look these pictures.
103MHz - 100MHz is 3MHz (in oskilloscopes we name it some kind "alias" and this is some kind of posible explanation in this case)
But, this all is only first thinking from this what you have tell. maybe I think different if there is more perfect data and explanation.
take probe off. I think you can not see this. Change CHx mode to GND you can not see this. After you connect this probe "antenna" to scope you see some 103MHz signal. Where from this signal is coming? Find it. (you can use radio, directional loop antenna connected to scope etc..)
maybe I am wrong but with this information it is one and fun possible explanation.
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Off topic:
If some people use oscilloscope (or other equipments) in area where is high level RF field, there need special knowledge how to do (accurate) measurements. Some times it is very difficult also for true professional peoples and specially for some "professionals".