A good differential probe has to use precision components combined with careful factory trimming and calibration to get good common mode rejection ratio.

The CMRR of the Micsig I linked is pretty average, but it's a lot better than the TiePie at low frequencies. Micsig also specifies it at multiple points across the spectrum, while TiePie doesn't even say where they measured it.

It's all the differences like this that make good test gear expensive. The Micsig is not expensive on the scale of these devices. The professional gear will have even better specs, calibration, long-term stability, temperature stability, and many more features.

For playing around, the TiePie thing will do fine.