My understanding has been that the (missing) input protection would be against ESD (e.g. touching the probe ends with your charged fingers), not against high energy capacitors (even relatively low voltage ones, say, 24V). High energy protection would need more stuff than just two tiny back-to-back components (as seems to be typical), especially something to limit the current.
DE-5000 has spots ready for input protection, just being unpopulated. Of the three other variants using cyrustek chips (that I found photos of), only one seems to have some input protection components, other two do not even have empty spots. On DE-5000, judging from the circuit and pad layout, seems the idea would be to use back-to-back zeners ("TVS-diodes") in SOT-23 packages. Just no idea about what voltage. Some examples for such components I found have as low as 0.6pF (typ) capacitance, so might be low enough to not mess up with measurements (after calibration). (EDIT: scratch that, seems all the low-capacitance versions in SOT-23 that I can find are composites with another diode in series, so won't work in this circuit.)
Of course, it seems to be unknown if the chip itself has built-in ESD protection, but considering that one variant has external protection components, and DE-5000 has unpopulated spots for them, looks like the chip doesn't have it.