Stan, that's a great question. I had to think about it a bit. I don't think there is much of a safety issue, but there is a definite possibility you could damage the shop's ground system.
Most likely, the combined resistance of the circuit will be high enough to limit the current through the ground and just give you a weak arc. For example, if there's 10 ohms total resistance, you won't get more than 8 amps, which isn't going to damage anything. But let's say you have a particularly good ground, or you connect your work lead directly to a ground rod or a pipe that's bonded to ground. Now the current is limited only by what the welder can put out. The circuit you've created is unfused, which means the fuse is the whatever is the weakest link in the circuit. That might be a ground wire, a terminal connection or maybe your arc. If your arc isn't the weak link, somthing else is likely to blow.
The thing to remember is that the ground circuit is designed to carry enough current to fault the largest breaker in the panel, but only for long enough to trip the breaker. A six gauge wire can easily handle a 100 amps for several seconds, but it can't handle it indefinitely. And there are other things in the circuit, such as screw terminals and receptacle contacts that could suffer arc damage.
My recommendation is you don't do it. I think the risk of damaging the ground circuit is small but significant.