I leave my probes in almost of the time. I bought one of the after market ones for one gun, and another that is shorter than the original, doesn't stick out as far because there is no threaded adapter. I just put a small 'rubber' cap on the end when out and about. It's a small pipe cap that fits very tightly over the connector, deep enough to slip over the 'hump'. I use those same style caps on my whips, the ones that don't have a deadhead on them.
I installed the 'U' shaped swivel pivot from FX on my Wildcat near the probe to help protect it. The Steyr just has the probe next to the barrel/moderator, so it's kind of shielded.
Easy!