The Masterlink is not intended to be earthed and as your electrician correctly points out this should not be done.
As with most electronic retail consumer products sold today, they do NOT have a earth connection.
There are a few situations where you are forced to add a "clean" earth to products which would normally not be earthed and this usually occurs when long cables such as active speaker cables are connected to the equipment which pick up RF interference on cable screens where they act as an aerial. In these cases it is acceptable to earth the incoming screen to stop the problem.
Earthing and earth related issues is actually quite a complex subject and there are different rules for different situations. For example in the US the incoming power into most homes is in fact 220 volts which is split making two 110 volt equipment feeds meaning the voltage potential to earth if a fault occurs can be very different depending which part of the phase is supplying your product.
As a general guide, if an earth is not required by a product, don't add it. If you have a problem where earthing part of the circuit may resolve a problem, get advice first. If you have an "Earth Leakage Breaker" on your incoming consumer unit, then this is likely to trip in some circumstatnces where an earth has been added.