Problems enabling remote voltage-sense Rigol load DL3021 via SCPI
I had the exact same problem.
First check if you have the latest firmware and then use the latest datasheet, because yours is from 2017 and the latest is from April 2019 (programming guide).
The SCPI commands you are looking for are:

[:SOURce]:SENSe {0|1|ON|OFF}
[:SOURce]:SENSe?