I think any time you remove material from anything, you create a weaker spot in it, and if you were to try to bend the scales by themselves, it probably would break along the line. However, since they're attached to a solid hunk of steel I doubt it would make any difference at all. You'd have to hold the knife by the blade and whack the handles against a rock before you get any cracking with somethingnlike micarta.
Looks great btw, but I agree on dying the handles rather than using Vaseline. Dying makes it permanent, and there's no chance of sweat from your hand mixing with residual grease and making it slippery.