All signals consist of DC + AC.
When you AC couple the signal you are removing the DC component.
When the signal is DC coupled you are viewing DC + AC.
Hence DC coupled RMS should be higher or same as AC coupled RMS.
4V pk-pk is 2V amplitude.
The RMS value = 2/√2 = 1.414V
I have a new hand held multimeter you see. That has true RMS and was reading differently to the scope. But when scope is AC coupled the two readings become very close. I guess the scope is more precise and in DC mode even a small DC bias either +ve or -ve would skew the data it uses to perform the RMS calculation.
All measuring equipment has a degree of accuracy. Look at the specs of the multimeter and the 'scope. This may explain the difference in results.
Also, how "pure" is the sine wave you are measuring? This will affect the peak v. RMS relationship.