Consider the typical ultrasonic driver is a autotransformer connected to one side to the 300v power rail, gotten from half wave redctification of the mains and using a voltage doubler. This transformer has a tappeed primary connected at one end to the mid point of the 2 voltage doubler caps, and the one end with few windings is the drive, connected to the power half bridge driver. The other is a lot more turns, and the transducer is connected to the centre tap and the open end, and then there is a small toroid used as the standard self oscillating driver for the circuit. The coil inductance and the transducer are the frequency setting element, and as it is a parallel resonant circuit the voltages are very high, over 2kV with almost any transducer that is not broken, and thus a very high very fast voltage waveform. The probe used, being a regular 10x probe, probably only has a voltage rating of 400VAC at 50/60 Hz, and is meant to be derated at higher frequencies, probably being limited to only 30V at 40kHz. Thus with 2kV applied to the probe, the capacitive currents in the probe would be very high, even if the ground probe was not connected. This then would allow enough current through to burn out the lower compensation resistors in the probe itself, and also allow very high voltages to be exposed to the scope front end, and with more than enough to exceed the 40VDC rating of the front end, and with more than enough current capacitively coupled to the input to burn out pretty much every semiconductor in the front end and also probably also most of the attenuator resistors and most likely the ADC input as well.