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Remember that a brickwall band pass filter (low, high, or anywhere else) is equivalent to convolution with this https://www.dsprelated.com/josimages_new/mdft/img1768.png in the spatial domain. Any time quantization is high enough for coefficients in a given band to become zero while the surrounding ones remain nonzero it will introduce at least some level of ringing.

wyager accurately described why in terms of the DCT though -- cosines naturally "ring" and the only way a non-sinusoid can be represented is through the combination of many other terms, so any time a coefficient contributing to this shape is eliminated, the structure "decays" so to speak and the underlying sinusoids become part of the reconstruction.