Reverse polarity protecion on an electronic load
E.g. connect the negative load input terminal to the case...


Don't do that - problem solved!


  connect a mains earth referenced power supply to my load terminals in
  a normal way... would bridge the isolation. Could this be a problem?


If you connect a ground-referenced device it will ground one of your terminals and your circuit will no longer be floating, but it's not 'bridging the isolation'. Your electronic load's internal ground can still be at a different potential, which is the only reason you need to 'isolate' it.