Do you have RCA? I'll assume you don't have RCA.
You can't add Probability to the Email Performance Analytics reports, but what you can do is in the Smart List of the report, you can add "Has Opportunity (True) +(add choice) Probability (is greater than) 50". That will show you only the results for those leads who's probability was over 50% & how they responded to your emails.
You could additionally make a Segmentation - Probability. 0-20%, 20-50%, etc.. Then Group the Report by Segmentation - Probability. Either way would get you to the data you're interested. Segmentation is harder, but will give you a richer report.