Common mode RC filter of High-BW differential line
In the circuit you showed one would generally make the pole for the differential signal smaller (~20 times) than the common mode pole. The reason for this is due to  component tolerances. If the common mode filter for the one leg has a different pole frequency then this would affect the differential signal. This is because the filtering is no longer identical on both sides.

This could cause worse interference than not filtering, since the differential OP-AMP and ADC should have at least 50dB CMMR at low frequencies (if not higher). 

If the differential pole is lower, then when the common mode filters start "interfering" there is no longer a differential signal of interest. This will prevent high frequency CM noise interfering with your measurements. This is important as CMMR drops off with frequency.