SINAD is the inverse of THD+N, so it shows the exact same thing, but in a more relatable manner.
Take Ch 1 of the Atom for example. Go to
http://www.sengpielaudio.com/calculator-thd.htm and type in -113.679 in the 'Distortion attenuation' field and hit calculate. 'Distortion factor THD (k)' pops up as 0.000207 % - the same value as in the dashboard view.
If you got THD+N, you got SINAD and vice versa.
This is the unofficial crosstalk discussion thread. The consensus seems to be that it's a non-issue.
Even if your O2 is out of spec, I think a more likely explanation could be the channel matching. It changes with the volume setting, so turning up your volume might reduce channel mismatch and in turn improve the stereo image.