CDI can stand for either Capacitor Discharge Ignition or Circuit Discharge Ignition. CBR250's have the circuit discharge type, also known as transistor type ignition.
If you have a spark plug loaded in the lead, ground the body of the spark plug against the engine and crank... you get a spark. That's not going to do any damage the electrics, because it's doing it's normal thing... sparking as designed. But if you don't ground the spark plug body to the engine, then you're getting the circuit to dump a whole lot of energy nowhere... and the electrics won't appreciate it! BUT... CBR250's have wasted spark ignition. So if you fail at doing it properly with one spark plug, I doubt it would cause any problem... as the other spark plug is going to do it's thing and dissipate the energy in a spark
So I doubt you would have kill the CDI from messing with just one spark plug/lead
FYI... Normally (with engine running), it's only the cylinder that's under compression that will actually have a strong spark. The high ion concentration with the pressure makes that cylinder a lower resistance to dump the energy... compared to the exhaust gas in the other (which may just have weak spark).
As for why it's not sparking now... check the usual suspects. Sidestand light working? Bike in neutral, kill switch off... tried with clutch in, sidestand up? You haven't flatten the battery to far playing around with all this!? Fuses ok?