If I have to return it, I will then purchase a new SSA3021X directly from the Siglent website.
Thanks for the screenshots that clearly show the Reflection menus as not available.
I would suggest you install the older version firmware V2.1.1.4 but as yours is loaded with a version that is not publically available yet and has no promise there will be anything different, returning it is certainly an option to consider.
However knowing these analyzers as I do a good bit I would instead recommend the SSA3021X Plus, the updated version of SSA3021X.
The touch and mouse capabilities and inbuilt webserver are gained for not much more coin and totally worth it.
See reply #7 for the screenshot from SSA3021X Plus displaying the Reflection menu.