No, a badly attached probe would usually show a larger resistance, not a smaller one. That's actually the easiest error to make, making improper contact with the sample. The resistance is measured indirectly using a reference current. So you'd measure a higher resistance or a break rather than zero if a probe were not attached correctly (unless the two voltage probes are touching but that would normally speaking be spotted).
The diamagnetism is simply easier to verify using an impure or small sample.