Good point, well since I'm connecting the output of the pedal direct to the input of the Scope, I guess it would be seeing the input impedance of the Scope, which according to what the input labeling says is 1M shunted by a 75pF cap, the only time I would need to adjust any high-frequency compensation is when I connect a X10 Scope probe to the input, I do realize that most Scope probes are deliberately designed to be lossy, and that the alligator clip-lead I made doesn't incorporate the deliberate lossy-ness of a proper X1 Scope probe.
From what I understand, a X10 Scope probe is not 10M, but 9M shunted by a small value variable capacitor, this is because it is deliberately designed to form a 10:1 resistive-divider with the 1M input impedance of the Scope in order to divide-down the input signal by a factor of 10, there's at least two reasons why you would want to use a X10 Scope probe that I can think of, firstly, a X10 Scope probe increases the input range of the Scope in terms of signal-amplitude, secondly, it reduces the loading effect of the Scope probe so that the circuit that's being "Probed" continues to operate correctly, some radio-frequency circuits will simply stop operating if they are loaded by a X1 Scope probe, or they will operate incorrectly, high-frequency RF circuits tend to run at high impedances and any loading can cause de-tuning effects.
The passive pickup circuitry in an electric guitar is a high-impedance circuit too, active pickups, like EMGs are low impedance, a circuit that is a high-impedance type doesn't have a lot of current flowing through it, so audio signals are more of an AC voltage signal rather than a current signal.
Hopefully I'm remembering my electronics theory correctly from what I learnt doing a basic electronics certificate at uni in the mid 90's.