To be fair, there is no need for the probe to have been designed for a mission to our star system. It could be that it was a craft meant for something else entirely that left its star system, like our Voyager probes have, and drifted for eons before happening to pass through our star system and be observed.
Of course, that is still less likely than some unusual rock doing the same thing.
Sure, just a bunch of energy for such a large object. "To see if they can" may very well be a reason, but that doesn't seem likely for a species that advances far enough to be able to accomplish such an achievement.
Of course, that is still less likely than some unusual rock doing the same thing.