Probe impedance Z = R + iX of a near-field microwave microscope (NFM) is investigated within the electrodynamic (ED) and quasistatic (QS) theories. It is shown that ED and QS resistances R may differ appreciably even if the QS applicability condition is met. This contradiction is inherent in probing of weakly absorbing or resonating objects. There is also a long-range effect in this case, consisting in that variation of components X, R with a change in the probe-object distance is characterized by two spatial scales hx and hr, with hr ≫ hx. It is also shown that resistance R results from addition of the wave, RW, and quasistatic, RQ, components. The effects under study are of the wave nature, i.e., they are realized given RW > RQ. Component RW is taken into account in the ED, but neglected in the QS theory. On the contrary, for reactance X both theories lead to similar results in all of the considered cases. We also discuss the methods for calculation of the NFM probing depth. It is shown that a correct analysis of this depth should be based on investigation of the NFM response to some object being moved in the near-field zone of the probe.