It's no more dangerous than working on a car engine's ignition system. In fact car spark plug leads hurt way more! If you look at the back of any CRT you'll see a huge rubber cup with a thick wire coming from it, that's the anode. Keep your fingers away from it and you'll be fine.

I will endeavour to not touch both spark plugs and anodes lurking under rubber. Fortunately don't need to fiddle with either at the moment, although I do have a non-functional 70s oscilloscope that needs opening up at some point.