Presumably you'll get a pressure error on the HP at some point when the glycol level drops off.
But the majority of the piping in a geothermal system is double-walled plastic piping, so the risk of air doing damage to the loop is minimal unless it causes an air-lock - but air shouldn't be in it anyway.
Thanks, it's leaking just where the HP pipes (copper) connect to the ground loop as you can see in the picture. I guess it's an issue sealing the plastic and copper pipes together.