The maintenance manual should state in what configuration compass swing should be performed, based on that it needs to be either ON or OFF to give an accurate reading.
Same for windshield heat, if installed it should usually be turned OFF when using magnetic compass as it creates a very strong magnetic field.
I flew one aircraft which magnetic compass was only useable with both windshield heaters and both generators OFF.
Quite smart in a way, I’m not using the magnetic compass anyway unless 
really hits the fan, which means losing both electrical systems, which automatically means losing both windshield heaters and both AHRS 
.
As for the DA62 and all other aircraft with the fancy screens, they all have flux valves somewhere in a wingtip usually, far away from any disturbances caused by the aircraft electronics. So maybe not that important?