Rigol DG8x2 phase noise increase when on external reference

[erikka]

When I'm selecting an external 10 MHz reference the phase noise of the Rigol AWG in 10 MHz sine wave output mode seems to increase a lot.
The measurement is done with my DIY phase noise analyzer.
The absolute levels have been verified in multiple ways so these should be about right.
Green trace is when on internal reference, yellow trace is with external reference selected.
The noise floor of the phase noise analyzer is shown using a good OCXO as input (red trace)

Anyone also seen this? Is there anything that can be done to improve this?