Say you connect a BNC coax cable from the function generator to an input on the scope. The chassis of the function generator is now tied to the chassis of the scope via the shield on the coax cable. It shouldn't matter that the third prong (ground pin) on both equipments is floating because the chassis of both are already tied together.
If you plug in both equipments without a cross connection such as the coax cable in the example above, and you touch both chassis at the same time, you might feel a mild shock. If the two power cords where plugged into one outlet strip that has an internal tie between the ground prongs, even if the house wiring doesn't provide a path to earth, the potential difference that might otherwise exist between the chassis is eliminated because the two ground prongs are now connected together.