That's right. Clean power while coonnected to utility, a bit dirty power from one generator, and more dirty from another one. When both gens are in parallel, it's seems power is ok. I suggested them to take snapshots of power from each gen's ouput, with the load breakers open, so nothing would affect this test. It's important, because different people take readings using different equipment, under different conditions, at different points. Looking at this screen it's hard to tell if there is any problem. I would rather use the old good CRT scope, not this one.
I am sure others have already explained it: utility is like an infinite source; adding harmonics to it is like taking a leak in the ocean. Generators on the other hand have higher impedance so harmonic current create more harmonic voltage. One generator has even higher impedance thus dirtier power.
The only way to clean up line voltage when running on gens is by filtering.