The only harm is that you'll burn the consumables out faster and not get as good as a flame as you would have just the work earth since the arc is flowing from the electrode to the nozzle instead of electrode to ground.I've just watched a video on YouTube ...the guy (Pete) 'converts' his plasma to pilot arc by just running a wire from the tip of the torch directly to earth ...when he presses the switch VOILA a pilot arc appears !!
Now he also says he does not 'recommend' this method but I would think on the odd occasion you need a pilot arc it can't do too much harm?? Anyone tried this??
I have been thinking about making a circuit to control the switching aspect of a pilot arc using a dc hall effect sensor with a couple of relays and can do a simple explanation if anyone wants to try