Yeah it is to be expected, and agree meter might be able to handle it better..
Range switching (current switching) seems to have quite fast edge and there is counter EMF...
I always wondered why manufacturers don't make autoranging parameters at least partially user settable. At least autoranging speed.
This problems with autoranging seem to be more often lately, because of the race to make autoranging as fast as possible.
A slight tangent if you allow me. I'm usually not a stickler for terminology but a note:
Keysight shows "+Overload" in Ohms mode with open condition.
It is not an overload.
R&S OTOH shows "OVER RANGE" which is much better term for Ohms mode with open condition.
When you're in voltage and current mode then it should "Overload", with a red background on the screen, even a beeper.
In ohms mode, it is simply "Over range"