I may not have explained it the best way.
Think of changing electrical signals as hitting something with a hammer.
If you hit something very slowly (hit is probably not the best word) there will be little vibration on what you hit and those things around it.
If you hit something very quickly you will generate vibrations in what you hit and everything nearby.
The signal you see is similar. And in this case the actual scope leads are part of the things surrounding the fast risetime (aka hit).
By shortening the scope leads you minimize the added effect of the scope however there is still likely some ringing on the signal.
We all learn how much ringing is too much and if the downstream signal is not adversely effected then they can be ignored (for a hobby project).
For a production design more effort will have to go into understanding the ringing because if you make a million of anything you will eventually find any issue that can arrise.