I think all interconnects HAVE to be "grounded" at both ends. I think Liguy might be talking about the "shielding", which is often separate from the ground, and connected at only one end. However, it is my understanding that any electronic circuit needs TWO connections to close the loop. Thus, if an interconnect was not grounded at both ends, then it would only have the inside pin or "hot" connected, and no other method to complete the "loop", which would prevent any signal from flowing at all - no sound. Any engineers around?
However, I have no idea about the safety issue. I have had many systems where I have had to "cheat" the ground on one of more components to get rid of humn, and have never had any shocks or overheating or anything like that....