It need not be impedance matched. The 'scope can measure the induced voltage as a relative indication.

This advice assumes that your probe cable length is sufficiently short (compared to the wavelength of the signal) that you can avoid having confusing standing waves in the test gear. In other words, for a typical three or six foot long cable, as you get into VHF, you'd best start worrying about matching again.

Thanks VE1BLL, it makes sense,
in case need of matching, what is the most sensible method for a big impedance change like this?

Is your 'scope really 1Gohm input Z?

In any case, just put a load at the 'scope end of the cable. Many 'scopes will provide this as a setting, or just use a suitable resistor. An attenuator can also be pressed into this role.

Don't bother unless you really need it.

I agree with VE1BLL's various assessments... no need to match Z's for what you want. I would suggest you don't even need any special coils or snooper things for your scope... I am sent all over the US to solve vfd & servo noise problems after everyone else gives us. I have been lucky to do so in all cases so far. I use simple scope as you suggest and just placing the probe around near wires is usually sufficient to see that relative noise you are searching for. Worse case I have ever required is simply clipping a short clip lead to end of probe for 'antenna.' Yes, the noise you will be watching is indeed typically PWM switching noise, and so 1-10Mhz is typical ringing on IGBT turn on that you watch, or else low freq hash in 1-10Khz area to see overall picture. So since this is just a relative reading, find a spot near the culprit, set the probe/lead so it does not move, then begin adjusting/changing grounding/shields/adding filters/inductors etc and comparing results at each step until the noise is lower to point it no longer casues the problem it was causing.

good luck,
AC8V