A good read is the Tektronix Circuit Concepts and Measurement Concepts series, the vast majority of which are here
http://w140.com/tekwiki/wiki/Concepts_Series
The particular ones of relevance are Oscilloscope Probe Circuits (in particular) and Probe Measurements.
But in a nutshell, the resistive core of the wire is there to provide electrical damping to prevent ringing. Also the resistance wire is very thin, and that reduces cable capacitance by a factor of 3 as compared with RG58.
But - since you aren't going to be really electrically stressing this probe, why not pay £10 - £20 and buy a Chinese Tek ripoff?
Craig