Extended probes are made to prevent the possibility of pushing a pellet into a barrel with the rear skirt of the pellet not going fully past the barrel port (where the blast of air comes into the barrel). If it does not, then part of the blast will be guided to the front for a millisecond until the pellet moves forward and blocks that path.
The real question is "Does that happen?". Most pellet skirt length and inner skirt recess geometry will not let that happen even with a stock length probe. I say most because I have not seen them all. I am certain there are some specialty pellets or homemade cast pellets or even round balls that may present a problem. So the best answer is: Maybe, but very infrequently if at all.
The only other way I can see this very rarely happening is if someone has a relatively loose fitting pellet chambered, then has the gun pointed up and possibly a bump + gravity lets the previously cleared skirt drop down to lay partially in the port area. So this would be a very rare occurrence (if at all).
The only shooters that I can see actually NEEDING this feature would be serious competitive target and silhouette shooters that require consecutive shots to be as identical as possible. There may also be some OCD folks that can't sleep at night imagining that this is a problem, so they should get an extended probe just so they can get some rest!
Do they add fps? I have never scene proof that they add any velocity.
Bottom line: It is not a bad thing at all. It is not a required thing. It is possibly a preventive thing for a very infrequent occurance.
The aftermarket probes we make are extended just because we may as well add that feature to the ones we make while we are making them. Why not? I cannot think of any scenario where the feature is undesirable or does harm... and the added cost is negligible.