I'm wondering why an oscilloscope's Attenuation switch is placed on the probe not on the oscilloscope's body (like the AC/DC Coupling switch that's placed on the scope body not on the probe)?
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The reason for putting an attenutator at the probe is to reduce the loading presented by the probe to the circuit under test. For a high-impedance probe (most probes) the cable looks like a capacitor, so it doesn't present much load at low frequencies but as the frequency goes up the loading can be significant.
The only real reason for using a probe in x1 mode is if your signals are very small and the scopes input noise is becoming a problem.
Most high end probes don't bother with the switch at all and are just permanently in x10 mode.