> The important thing to mention is that only happens when instrument is in AUTO Range mode.
Well, then I'd think it's changing ranges.
If the instrument was in Volt measurement mode and high impedance was selected and no input connected, then the measure voltage will creep (typically to either end of the range), due to the (small) input bias current charging a capacity at the input. Sooner or later it will exceed the 10V range, switch to the next range (100V), for which the instrument cannot provide high impedance input, the capacity discharges across the 10MOhm input resistance, til the meter switches to the 10V range ...