High end colorimeters come with filters which track the CIE curves with high precision, yet we still probe match them.

What is the technical reason behind this? Are the filters not that precise?

Basically because the CIE 1931 CMF the filters are based on is not accurate, as the recent introduction of CIE 170-2 2015 CMF shows.
(Ignoring the fact no filters are accurate to the CMF they are based on anyway.)

And the issue becomes worse as displays become narrow bandwidth RGB.
Hence discussion on future displays having more than 3 primary colours.
(Which is something ColourSpace can easily dela with in the future.)

Steve