Per Hobbs-KC2G's comment, you should now try and vary your load resistance, as your load might not equal the impedance of your coax. The procedure below will tell you if that is the case or not.
One way of doing this to to solder a small non-inductive 50 ohm resistor directly to the far end of the coax. Cut the leads just short enough to solder them to the shield and center conductor, or their inductance will affect the reading at higher frequencies. If you have any on hand, I would use some older 1/4 or 1/2 watt resistors with a solid cylinder of carbon inside. Measure them. If necessary, parallel another resistor with it to get exactly 50 ohms.
If you still get these results, then change the resistance value using this same method until the VSWR is nearly flat.
If all you have on hand are smaller resistors that have an internal, spiral cut carbon layer, try (for example) paralleling four 200 ohm resistors using this same method. Start at 1 MHz and go up. You should see a nearly flat VSWR that gradually rises with frequency, due to the resistor's inductance, even with a PL-259 connector at the VNA.
This is assuming that the coax is exactly 50 ohms! It might not be. The goal here is to adjust these resistors so it matches the impedance of the coax. (Hopefully, your VNA is close to that. ;-)
Per the OP's comment, another way is to open the far end of the coax:
I did a Lambda/8 test with the coax. It’s about quarter wave long at 12MHz and appears as a short on the Smith chart when the other end is open. Sliding down to 6MHz and the reactance is around -61j ohms. On good coax the same test shows -50j.