Probes and oscilloscopes are mysterious beasts.
This is the best reference on probes, bandwidth, loading etc I am aware of:
http://ecee.colorado.edu/~mcclurel/tabcprobes.pdf
Also see Linear AN47 which contains some additional information including some of the above excerpted and is a thoroughly good read anyway:
https://pdfs.semanticscholar.org/dd0...b5c33c5902.pdf - the portion AN47-7 onwards is absolutely brilliant and in some places quite funny.