It's somewhat of a debated issue as to what is best. Many boats don't have bonded (grounded) thru-hulls from the factory. It adds complexity and cost at the factory and requires you to keep the electrical connections fresh. If your thru-hulls are bronze or Marelon, there isn't much reason to be overly concerned beyond your normal maintenance routine about your thru-hulls experiencing corrosion, even if they're not bonded (you wouldn't bond a Marelon thru-hull anyway since they're non-metallic).
If you look around the net you will probably find some info from Nigel Calder advocating for bonded thru-hulls due to safety concerns related to an AC fault to a thru-hull or other underwater metal. From what I've read, bonding the underwater metals together can spread the AC fault across many different metals rather than a single, very hot metal. I would say that this is more of a manufacturer level discussion than an individual owner discussion. As someone who has been shocked while diving a boat (in salt water but from a fault at the dock, not from the boat itself) I can understand this concern, but I wouldn't say that you should feel overly concerned about it.
There are other, good ways to minimize AC shock risk. Keep your boat's wiring in good condition, make sure you know what you're doing any time you deal with an electrical project (especially having to do with 120V AC), shut off your shore power and inverter (if applicable) when your diver comes to visit to service your boat, and don't swim at your marina.