When connecting or disconnecting probes, one of the ground probes from the logic analyzer is accidentally brushed against a power supply pin on the DUT, such as +5V. If there are no other ground paths between the DUT and the PC, nothing will happen. However, if there is a ground path, then current will flow from that voltage supply through the logic analyzer's ground pin, through the USB cable and the host PC, and then through the secondary ground connection—either MAIN earth ground or another USB port, back to the ground on the DUT. Basically, that is the same as shorting out the voltage supply on your DUT, but it uses the logic analyzer and your host PC as the short circuit, which could damage all components in the loop.