The correct answer would be "It depends of the FW version, sometimes it even works without any LF or CRLF at all."
Never mind, this is a new one I bumped into:
NEW BUG (Software 00.04.04.SP3, Board 0.1.1): When a bad SCPI command is followed by another command, then query the error queue using ":SYST:ERR?", the SCPI will become unresponsive until the next power cycle.Note: This will not happen for any bad command, so far I found that commands that make the oscilloscope to display "Function Limited!" or "Invalid Input!" will trigger this kind of bug.
Steps to reproduce:1. Connect a Rigol DS1054Z to LAN, then start Netcat by typing in a terminal:
nc 192.168.1.3 5555
3. In the NetCat, type
:WAV:STAR 0
4. Now type at least one more SCPI command, good or bad, for example
:WAV:STAR 1
5. SCPI apparently is still working, until you type:
:SYST:ERR?
6. Now the oscilloscope won't respond to any other SCPI command, and it won't accept new TCP connections until the next power cycle.
Rigol, please fix it.

Example
:WAV:MODE:NORM
:syst:err?
-113,"Undefined header; keyword cannot be found"
:WAV:MODE NORM
:syst:err?
0,"No error"
:WAV:MODE STAR 1201
:syst:err?
-220,"Parameter error"
:syst:err?
0,"No error"
So far all good, as expected.
Now, try this:
:WAV:STAR 1201
:WAV:STAR 120
:syst:err?
That's it, SCPI hangs until the next power on.