A theoretical and probably ridiculous question here, but... does not the probe thus reduce the planetary orbital speed by the same amount (relative to mass, I guess), that it gains?
Momentum is conserved in the system (total momentum of probe and planet is always the same). Momentum = mass x velocity, so yes, the planet will slow down, but it's a ridiculously small amount. Think of shooting airgun pellets at a tank barelling down on you to slow it down, but even less effective.