No, dropping a Rust future is an inherently safe operation. Futures don't live on their own, they only ever do work inside of .poll(), so you can't "catch them with their pants down" and corrupt state by dropping them. Yield points are specifically designed to be cancel-safe.
Crucially, however, because Futures have no independent existence, they can be indefinitely paused if you don't actively and repeatedly .poll() them, which is the moral equivalent of cancelling a Java Thread. And this is represented in language state as a leaked object, which is explicitly allowed in safe Rust, although the language still takes pains to avoid accidental leakage. The only correct way to use a future is to poll it to completion or drop it.
The problem is that in this situation, tokio::select! only borrows the future and thus can't drop it. It also doesn't know that dropping the Future does nothing, because borrows of futures are still futures so all the traits still match up. It's a combination of slightly unintuitive core language design and a major infrastructure library not thinking things out.