Your experience does not sound right. These are high quality synthesized generators. If they have the same reference, the should have the same frequency. You can fix the phase with difference lengths of transmission lines on the outputs. However, you may have to redo the line lengths each time you turn the generators on.
I suspect that you have not set the controls properly to send the reference out the first generator and/or have the second generator use the external reference input. The operating manuals on these generators are very good. That would be the first place to look to double check the settings.