Looks very interesting. As for power source, it requires only 9V at 35mA for internal DC/DC converter. So any isolated DC/DC power module will do - there are variants with 5V in/9V out at ~1W max.
Question is, can you use non isolated power source (like boost converter from 5V USB)?
If it's done right inside, it would have to cross the isolation boundary with isolated power. So that 9V input is already going to be isolated from the probe side, which means all the more fail, since they really really could have used the USB power from the scope to power this, as Mike said. Every single Rigol scope has a USB port on the front.
If their decision was based on wanting to sell to users of other scopes, that might not have USB ports, then they can provide a 5V USB charger type wall wart instead of the 9V barrel adapter, and a removable cable for the wall wart, and that cable can also go into the Rigol front port.