distorted input signal effect on OPA
Why does the output signal's THD and Vos get worse when RI and RF
  resistance decrease?


This happens with all op-amps. With lowering values you are demanding more current from the opamp output to flow through the feedback resistor and input resistor. If you read the data sheet you'll see distortion figues getting worse with higher load currents.

Don't expect perfection from opamps.