Hi there. My DHO804 arrived today. I found the same issue with the switching USB-C PD PSU supplied with the Rigol. Haven't tried any other supplies as I don't own any, but will be figuring out a way of dealing with it. It shouldn't be this way.
I use 20MHz BW limit (doing audio work), but pics are my measurements *NOTE: noise is only slightly higher without 20MHz BW limit.*
All tests done with max vertical magnification (500µV/div, 1ms/div, 10M memory depth, 20MHz BW limit). Persistence time: Infinite. Probe set to 1x and properly compensated.
Pic 1: Probe connected to scope; has "clamp" cover on it. [~4000µVp-p]
Pic 2: Probe connected to scope; no clamp cover on it, no ground spring. [~900µVp-p]
Pic 3: Probe connected to scope; has ground spring connected. [~850µVp-p]
Pic 4: Probe connected to scope; has ground spring shorted to probe pin. [~250µVp-p]
**Test 4 is lower in noise than with an unterminated (floating) BNC with no probe connected, which makes sense.
All tests were done with the probe sitting in exactly the same position. Probe technique will count for a lot, but the switching noise is still visible in some instances. No other hardware in the vicinity (switching supplies, computer, TV, monitor, speakers, studio equipment, psu) is causing any noticeable noise. I have a fair bit of equipment. ONLY the supplied Rigol PSU is imparting visible spikes/ringing artifacts.
I suspect the psu is built down to a price point and will be finding a linear USB-C PD supply for future use.