While the current generated by the high voltage flyback transformer itself is very low, the CRT tube itself acts like quite a significant high voltage vacuum capacitor. The output of the flyback transformer probably isn't going to kill you, but will certainly get your attention. However, the charge stored within the CRT can most definitely be fatal under the right circumstances, that is what you need to be particularly careful about, and always ground out the HT connector on the CRT tube to discharge before touching.
Also, in many CRT display designs, the circuitry driving the flyback as well as the deflection is not isolated from mains (not sure about oscilloscopes, but this is definitely true of many CRT TVs and PC monitors), so that presents an additional potential hazard if you were to get your fingers in the wrong place.
So always better to be extra careful when working with these things.