Considering the range indicated for the calibration/compensation signal tops out at 5 MHz I think that this is what should be expected. I have seen similar rounding off of the compensation square wave near the top of the range with other scopes of similar vintage. The main use for the calibration/compensation signal is to compensate the probes, and that can be done perfectly well at much lower frequencies.
Also, the calibration/compensation signal is essentially separate from the rest of the scope, so even if it were not working correctly that would not necessarily indicate problems with the rest of the scope (CAVEAT: I have a 7000-series scope that I am trying to repair where one of the symptoms of its malfunction was a wonky calibration signal. Of course the other symptom was that the CRT displayed something more like a Jackson Pollack painting than a proper oscilloscope trace, so YMMV. The bad calibration signal may have been the result of power supply issues, but I won't be able to verify that till I've completed repairs).
Older scopes will have a section in the service manual that takes you through a full validation of the scope's function. Newer scopes usually have some kind of self-test feature. I'm guessing that yours has self tests that can be run manually somehow. If you run those they should tell you if there's anything obviously wrong with your scope. Scopes with such self tests usually run them when you start the instrument, so if you are not seeing error messages when you power the unit up then I expect it is working within specs.
-- Jeff Dutky