The HP 8662A actually has 5 programmable markers. Every time it gets to a marker frequency it sends out a signal that modulates the Z axis(brightness) of the scope trace. So what you are seeing is it steping through the sweep, and the marker frequencies are simply brighter points on the sweep, not really a pip.
[edit] Here's a close up of that same scope screen shot so you can see how it's actually a series of dots.
