It would of course be impractical to attempt to guarantee a 1M input impedance over an extremely wide range. Even the best bootstrapped JFET buffers I'm aware of aren't much under 0.1pF, which is less than the BNC connector anyway, so what's the point?
And that leaves no room to put in attenuators. So, they specify it -- and tune it to -- something much more practical: instead of attempting to remove capacitance, they set it to something manageable. Usually 10 to 30pF.
Each stage of the attenuator has to be compensated so it presents the same capacitance to the outside, and ahead to the next stage, which makes alignment tricky (check the pulse shape and the input capacitance for every attenuator setting..), but they put the trimmers in to do that. Or these days, it's probably toleranced well enough by design so it doesn't need compensation; there usually only one or two stages, switched by relays, and the rest of the range is either handled digitally (with enough extra ADC bits) or with a PGA (programmable gain amp).
Tim