The gravity isn't strong enough to instantly pull the probe in.
But, it does have an effect on it, and when something is travelling at an immense speed, any slight pull on it will slingshot it.
To show you an ordinary every-day example, think of hammer throwers.
If a hammer thrower picks up the ball and throws it like a baseball, it will reach only so far. But if he tied a rope to the ball (pretend the Hammer Thrower was the planet, and the ball was the probe), he's going to spin the ball and then throw it, this will make it go Alot faster, Alot furthur. Basic Physics.