Hi, high frequency probe is usually operated up to a few GHz. Power measurement is not accuracy. I use it to do relative power measurement, to troubleshoot my RF circuit. For example, I use it to the output matching network of transceiver to locate any poor / cold soldering of passive components.
Sometimes, you can use it as a EMC probe to locate radiation from your PCB board.
I have one in Lab.It is less accurracy than soldering directly a passive probe on PCB. But if you only care about gain of RF stage and not big power.It is quickly find problem.Be careful DC short circuit, it is very easy to damage your high price active probe.
high frequency probe is one high impedance voltage picker.It is designed for minimal influence to the circuit with a moderate bandwidth.If used with VNA,it will be very convenience to check cascade chain problem without disconnect the chain.