Yes, tone generators should be DC coupled all the way, no low corner. WHat does your voltmeter say to the generator output voltage if frequency is giong low? Such precision voltmeters can only deal with DC, so for the AC there is a precision rectifier inside plus some kind of lowpass. Since people do not want to wait for ages, the corner of this lowpass is not really very low.
So the DC accuracy and resolution has nothing to do with the AC accuracy and resolution for low frequency.