This issue has been batted about on the Spyderco forums many a time, more about the Police, Endura, Native and Delica SS handles than the smaller ones.
The SS Dragonfly is so small, that you really don't even grip the sides of the scales. Your fingers are wrapped around the various cut-outs and choils of this blade. I suppose if you turned the knife and held it perpendicular to the normal grip and the scales were covered with grease or oil and it was wet, then yeah, maybe it would be slippery.
I have both the SS Harpy and SS Rescue Jr. I do not find these knives have a grip problem when wet. I prefer the G-10 Harpy, since it is lighter however. I take the SS Rescue Jr. snorkeling, and just don't find gripping to be an issue.