Hi all, this is just an attempt to 'close' this topic.
I had my unit for 8 months or so before I ran into this issue. It was a bit indirect. I used the digital modulation analysis and my EVM readout on a QPSK signal was a lot higher than two other SSA3000x+ units (same signal). This appeared to be due to the higher phase noise on my unit. My unit also showed a DANL which was _just_ according to spec, where the other units were on the 'typical' values.
Using Google I arrived here and learned that my unit was not unique.
After some more reading and testing, I contacted Siglent, and they had a look at my unit, but they could not 'fix' it. They stated that the machine was fine and according to specs, as Siglent only specifies the phase noise at 1GHz.
I have also learned that it has nothing to do with the software “improvements” that many have done...
So, with my current knowledge: if you have a device showing this high phase noise at lower frequencies, you will have to live with it....
If not, the SSA3032X-R is an alternative. It has a different RF architecture, not showing this particular effect. I could exchange my SSA3021X+ for one of these and it is really a nice device! It has other issues, of course, as you might expect...
(Fun fact: later, I found some older posts on this blog from a user who ran into the same issue, did the same research and exchanged his unit for an SSA3032X-R as well, with the same arguments

.)