Thank you and best wishes for 2019!
Indeed, the -3dB point should be at 10kHz.
Using the scope probe to feed the signal, there is additional 500 ohm resistor in series.
So the total resistance is 830 ohms and the -3dB point is 4kHz.
There is still the generator’s 50 ohm output resistance in series with your 330 ohm resistor.
You can eliminate the effect of the internal resistor by selecting in the Options menu Normalize Output by Input.
In this mode the real difference between the input signal and the output signal of the DUT is plotted.
For more info please see the Bode Plotter Help → Operation and there Normalize Output by Input.
When using this option you should use this connection: