Digital Potentiometer Capacitive Feedthrough?
Some capacitive coupling should occur, although it depends on the internal circuitry. The datasheet of your digipot does not show frequency response curves.

Also, high resistance values make parasitic capacitance more problematic. 

This one does show frequency response, and the high frequency part of the graph does not seem to do anything funny. I remember seeing digipots with a peak in the HF part of the frequency response, but can't find a datasheet illustrating this right now.

Thus I would recommend selecting a digipot with lower resistance, and one that has a specified frequency response, without a HF peak.