Maybe there is a hidden component causing the heat.
For that I would like to get the schematics - the service manual or such documentation.
Or what if they put in a heater to keep it at a constant temperature, To ensure ambient temperature will not affect the readings.
Such features start on instruments worth of at least $10000 and only for those for really high accuracy lab use (at least 3 or 4 order more accurate instruments; then there would be way more digits on the display; even a 6 to 7-digit accurate meters use just temperature compensation and no heating).
Otherwise it is too expensive and too problematic to work with (requires hour or so temperature stabilization before you can use the instrument,...) Definitely such feature is not usable for a service and/or everyday development this instrument is intended for, it would lower the productivity way too much.
Or what if the Voltage/Current regulator for the output terminals is causing the heat?
These components are on the heatsinks on the back side... Maybe some predriver stages do emit a bit more heat, but even that should not exceed about 0.5 to 1W for such output power level instrument.
I would really like to see, what is inside...