If you hooking something up to a scope input channel, there is nothing to worry about. They break it out as a BNC for convenience so you can do exactly that. You can also generally run it to the trigger input on the back of a scope, though this can be slightly more fiddly than coming in through a channel input (generally you can only do edge triggering with a fixed threshold). Generally those outputs are just 0 or 5v, so nothing really to worry about. And it should be protected against shorts internally with a series resistor.