The SG and the receiver are controlled so that the both will track the same frequency over the range from 1MHz to 11MHz.
The dip from 6MHz and 8MHz is due to the RF attenuator of the receiver activated for the 40m band. The receiver has a memory to keep the various settings for each band including the status of the RF ATT.
There is only a step attenuator between the SG and the receiver, so the response should ideally be flat if the RF ATT is never emplyoed for every band.
The orange traces is for the case the RF ATT for the 40m band is disabled.
This figure shows when the RF ATT for the 160m band is activated.
This is for the 80m band.