The SDL1020X in particular (likely the other models) has some interesting "features". When using the 4 wire mode (separate voltage sense leads), if the voltage sense leads are not connected, the unit will display a voltage that is 80% to 90% of the true voltage. This looks like a proper connection with the source having low voltage. There is no other indication of a fault.
The common terminal on the rear terminal strip for connection of external signals (analog control, ext. trigger etc.), is connected directly to the negative load terminal. If such instrumentation is connected, the result could realistically be ground loops, short circuits or electric shock. This could be particularly interesting if the supply under test has a grounded positive output so that the negative output gets grounded through the externally connected equipment.
The Rigol does not have these "features", so may be more suitable for advanced applications.