Point is, this has probably occurred to them too.
They better not mix meters and feet, as in a previous probe attempt, or it will make quite a splash.
“...The gravitational pull of the planet alone might be enough to capture...”
Nope. The velocity involved is a measurable percentage of the speed of light.
Chemical engines + aero braking are not getting you enough deltaV reduction without the object burning up in, bouncing off of, or being crushed like a bug on a windshield by the atmosphere.