Hello Veketti,
If I may continue little still, now that I've been playing around with it more. It seems that with the highest frequency 2kHz there is line separation even when the leads are disconnected. Does it mean that there are internal capacitance and whether it's normal to behave like this (see attached picture)? Would this be caused by bad design, inferior/bad components or something else?
In which case you'd need this high frequency that lower frequencies wouldn't work?
That's common on V/I trackers: at higher frequencies, the internal stray capacitances separate the trace. This is not to be considered as an issue.
Higher frequencies are mainly used to test capacitors and inductances that display an elliptic trace.
For these parts the possible values span over 9 to 12 orders of magnitude.
So in order to see a nice ellipse (and not a flat one), you need to select an adequate frequency.
Too bad that the scope don't support ref when in XY mode. Is it normal for DSO's not supporting Ref in XY mode? Would be awesome on pcb to probe known good component and then press ref to get the waveform on display and then probe all similar components to see whether they match. Well there's the A/B function in curve tracer, but it's bit cumbersome as you run out of hands. 
It probably depends on the scope model, but I guess that the reference trace feature is not that common when using XY mode.
On V/I trackers, the A/B function is dedicated to parts comparison.
If you're short on hands^^, upgrade the provided probe set with some
Kleps or
miniature crocodile clips.