I can't really imagine why you'd want to connect an oscilloscope to the internet, normally. The whole reason that I bought myself an o-scope as a full unit and not a plug-in USB one is because I like to be able to run it without having to turn on a PC and router. Yes, copying images or data filess off a scope can be useful, but this can be done over USB with no need for networking.
One thing I can be fairly confident of, even if malware specially written fro an o-scope somehow gets on to an o-scope, then unless the scope was abysmally porly designed malware should NOT be able to cause the scope to sustain physical damage to itself or cause physical damage to other devices. A scope should not be able to blow itself, or anything connected t it, simply as a consequence of what the software on it is doing. Atleast you'd hope that, you'd think scope manufacturers would have a few layers of non-rewritable firmware and physical circuitry between the fundamental electronics and the level at which smart network related stuff runs, and you'd think any fuses and other safety devices should be fully able to prevent whatever evils some piece of software wished to inflict.