The resistors are arranged in a parallel fashion. Changing resistance between two values results in some resistors being switched on, some switched off and the rest being unchanged.
When a new resistive value is written to the channel, all switches are actuated at the same time, but the times it takes to switch on one resistor is slightly longer than the time it takes to switch off another resistor.
This assures that the resistance in transition is never lower than requested, which may be very bad if the current gets too high, but it can result in a short increase in resistance, for a short period of < 1ms.
There are usually no problems simulating RTDs in this way, since the unit under test's temperature inputs often has signal conditioning that will filter out these small transitional anomalies.
During ramping where the resistance is changing at high-speed, the anomalies will be more frequent and can in some cases cause alarms on the DUT. The solution in this case is to lower the ramping speed.