REW locks the generator frequency to the correct rate for the FFT size, so it wasn't exactly 1kHz, maybe just a tad higher. (looking at some other charts, I think it was 1000.1Hz
)
Ah!
Most compressors (whether in the analogue or digital domains) will generate harmonics when acting on a sine wave, it all depends on how aggressive the attack/release times are, peak vs. RMS detection, sidechain rectification, etc. Obviously, the digital domain has nasties ready and waiting to appear, aliasing etc. ;-)
(Albeit the analogue world, e.g. VCA's, can have their own problems, too.)
The 96kHz plot for the Behringer compressor looks fine. Of course, the spectral plot tells you nothing much about whether it sounds good or not, because that depends on the compressor's action, e.g. pumping etc. It can "match" what happens in the ear and then the "nasty stuff" gets thrown out by the ear-brain system, or masked, anyway.
I did try using the iZotope Dynamic EQ plug-in, that looks very clean. So it would be interesting to see how the Behringer's Dynamic EQ performs.
So far, though, I have to say that, notwithstanding higher performance digital processes are available, in SPDIF I/O mode at 96kHz, the Behringer is looking pretty darned good.