Worst that can happen? Someone can die. I'm being serious here, that is the worst that can happen.

Also what can happen when the different metal parts are not bonded together is an increased risk of metal corrosion.

"there is no way to dig up the sidewalk ..." There is -always- a way to do something, some ways are better than others. There ought to be the original bonding wire underneath the sidewalk connecting all the metal parts of the pool together. All you have to do is connect a new bonding wire from the ladder/sockets into the existing bonding wire(s). Use a diamond masonry blade and cut out the section of sidewalk with the ladder, remove the concrete, connect the bonding wires the way they should have been done in the FIRST place, repour the small section of concrete. Done. Other choices might be to use the diamond blade and run cut line(s) out to the edge of the sidewalk from the ladder and sink the bonding wire down in the groove. Connect the ladder to one end of the wire and then dig up dirt to connect the other end of the bonding wire into the existing bonding wire. Make the groove(s) look like control joints and it shouldn't be too noticable.

The install was never done right or completed if the ladder wasn't bonded into the bonding circuit. I strongly suggest you fix it. You might play hardball with the installer and insist he fix the problem.

Rgarding the risk, you know it isn't right. Fix it. IMHO.