If pumps are shocking you, they're a problem. Are the korallias AC or DC?
That being said, a grounding probe is not a "better safe than sorry" device - a GFCI is. Is everything on your tank on a GFCI? If not, the grounding probe makes the tank significantly more dangerous. Grounding probes are designed to trip GFCIs sooner - the GFCI trips when the device starts to leak, rather than tripping when you stick your hand in.
If you've got a current leak, typically it's minor, because there's no clean path for electricity to travel to ground. You get shocked because you're a cleaner path to ground than the tank. With a grounding probe, if there's a leak, it's major, and its moving significant current through the tank all the time.
Grounding probes (without GFCIs) also enable the "Lighting fixture electrocution" hazard. Many reef fixtures are poorly isolated - and some are somewhat charged in normal use. With a grounding probe and no GFCI, brushing up against a bad/malfunctioning lighting fixture while working in the tank can mean you're a clean path to that grounding probe.