If you look at the datasheet of most regulators/references you will find that the output impedance is rising with frequency. This means the output impedance is inductive. Depending on load and output capacitor size, you get a nice noise voltage bump at the resonance frequency of the resulting series LC circuit. One way to mitigate this is to put a resistor in series with the cap and destroy the Q of the LC circuit. I suspect this is the case here.
Greetings,
Rainer