@Jupiter01 seems to be making the point where the RCD feeds an MCB you can switch off the MCB and test just the RCD, however the stand alone RCD is slowly giving way to the RCBO, and you have no way to remove the load, without dropping the tails from the device.
I will admit the RCD failing due to strain on terminals was in the early days of using RCD protection when it was not using electronics. But when testing existing units, one often does not know what is inside them.
I remember the phrase correctly terminated, and it is nothing to do with tightening the terminals, but insuring the impedance matches, not something we really worry about with 50 Hz, however it is AC not DC, so we can get induction and capacitive linking, and the installation without any appliance running can cause a current to run even when any insulation test shows infinity, as the insulation tester uses DC.
This is why we get LED lights flashing when switched off, the British method of wiring ceiling rose to ceiling rose, with a drop to switch so neutral and line are not taking the same route, causes some leakage. With 100 mA RCD's nuisance tripping was rare, even with whole house on one RCD, but with 30 mA it does seem to be more common, it depends how much on the RCD, and lets face it twin and earth is very similar to 300Ω ribbon cable.
I have never had a clamp on ammeter which could measure 0.001 amp, so never been able to measure the circuit leakage, but if the RCD does not trip at ½ setting, then it is unlikely the leakage is over 9 mA. OK if it does trip, then before condemning the RCD one needs to retest circuit disconnected, and yes if there is a 9 mA leakage, the RCD could pass on 30 mA test when if tested without the 9 mA it would have failed, as being tested with 39 mA.
However I would still test with all circuits connected, unless it fails, then if it fails would test in isolation.
Yes I will agree an AC/DC hall effect clamp on ammeter to measure down to 0.001 amp should be part of the electricians tool kit, it is on my want list, and if you have one then you can do the RCD test with it disconnected, but how many electricians have one?