Well, normally the scope inputs are unbalanced and one side is tied
to the scope's chassis ground. Then in some countries (USA is one)
you have a three pin AC mains power connector that connects the
scope's chassis to an earth ground - thus if you try to look with a
common scope probe you'll unbalance the loop and most likely that
will also croak the dsl connection. Probably not permanently but
it would interrupt it for the duration of any measurements being
taken.
If the scope had a battery to power it, that would help. Some sort
of balanced input probe would also help, perhaps with some sort of
(optical) isolation (between the dsl loop an the scope itself)...