There is an info line where you can see what will happen when you start probing.
The difference between rectangle and circle probe is that in cirlce mode before it probes axis 1 it centers the probe in axis 2 to get a better precision. Notice that the first probe (in axis 2) is only a fast probe to get close to the center.
This is true for the outer probe, so maybe, you selected outer rectangle instead of outer circle.