At low frequency/DC it is pretty easy to get high CMRR. The larger the input impedance and the smaller the source impedance, the less carefully they have to be matched. This is how instrumentation amplifiers work -- they have an input impedance of megaohms to gigaohms -- essentially infinite compared to the ~250 ohm source impedance of the typical sensors you connect to them. Therefore it doesn't really matter if the impedances are balanced. The internal gain resistors still need to be matched, but in instrumentation IC amplifiers these can be laser trimmed to the required precision.

At high frequency, the parasitic capacitance reduces the impedance dramatically. A measly 1 picofarad parasitic capacitance is 1600 ohm at 100 MHz. In this case, the source loading can usually not be neglected. For good CMMR, that 1 pF needs to equal between the two channels to very high accuracy.