Should a soldering iron have a grounded plug?
This might not be dangerous to you, but it might be dangerous for static-sensitive components you will try to solder. Although the AC is isolated from soldering tip, it is not a good practice to leave the iron tip floating. Upon handling and cord movement, the tip might accumulate electric charge, and then will discharge into ESD-sensitive component during solder touch. Normal (even cordless, like Weller WSMC1) irons do have a special provisions for a lead to have the iron grounded. The iron you are considering is not listed as "ESD safe".