It's not an argument to get into again (it's been done to death too many times before), but an earthed scope can be more dangerous than an unearthed one - depending on the circumstances.
As long as you are totally aware of what you are doing, and what is earthed and what isn't, neither method is more dangerous than the other, both are potentially dangerous under certain circumstances.
It's extremely common practice in service departments not to have scopes earthed (this also applies to huge worldwide electronics companies!) - personally I consider an earthed scope too dangerous for normal use - but I repeat! - EITHER EARTHED OR NOT, YOU MUST KNOW WHAT YOU ARE DOING!.