For personal use, you never need to send a modern DSO for calibration.
If you are in professional setting, calibration is very likely part of your instrument maintenance schedule you can do nothing about, as many certifying bodies require it.
When making measurements with a DSO, what matter is relative change in real time, from the device itself as a 'standard' versus other components in the DUT. True calibration and adjustment is correct absolute measurement, correct for all time against the national standard, which is harmonized with the world standard.
DSO are not accurate measurement devices, relative to DMMs. If you check the manuals, typically they specify 1-5% of reading, plus various offsets.
What DSO calibration buttons do is compares the internal references against the measurement algorithm and adds correction factors into the flash memory tables. It just realigns the algorithms to correct for component drift.
In the lowly Rigol 1052e, the measurements are against the screen image, rather than internal memories, so in a way it calibrates the V and H axes of the scope.
If a DSO can be calibrated, those internal references are compared against a national standard and adjusted to conform to it. Then the automatic DSO calibration algorithm runs against the internal reference which is now sync'd to the national standard.