There is a related notion to your idea, probabilistic proofs of combinatorial identities. Suppose you have mutually exclusive and exhaustive events $E_1,\dots,E_m$, which means that
$$
P(E_1)+\dots+P(E_m)=1\tag1
$$
Multiplying both sides by $n$, you get
$$
n(E_1)+\dots+n(E_m)=n,\tag2
$$
an identity where all numbers involved are integers. Often, for integral identities where all the terms involved have some combinatorial meaning, it is desirable to give a bijective proof, meaning you find two sets describing the two sides of the equation, and give a bijection between the two sets. I will now give an example where $(1)$ is easy to prove, but $(2)$ is hard to give a bijective proof for. In my mind, probabilistic proofs are the next best thing to bijective proofs.
Imagine an urn which initially contains a single red marble and a single blue marble. You make a series of $n$ draws from this urn, where after each draw, you put back the marble you drew, plus two additional marbles of the same color. Let, $E_k$ be the event that you drew exactly $k$ marbles over the course of these $n$ draws. In my answer, I show that
$$
P(E_k)=\frac{\binom{2k}k\binom{2(n-k)}{n-k}}{4^n},\qquad k\in \{0,1,\dots,n\}
$$
which leads to the identity
$$
\sum_{k=0}^n \binom{2k}k\binom{2(n-k)}{n-k}=4^n\tag3
$$
I cannot really claim that $(3)$ is hard to prove. You can automatically prove $(3)$ with a computer, using the methods of the book A=B by Petkovsek, Wilf and Zeilberger. Also, there is a pretty straightforward generating function proof of $(3)$. But these proofs lack the intuitiveness provided by a bijective proof, and proving $(3)$ bijectively is famously hard.