Wearing gloves on a scroll saw wouldn't pose much of a problem, but I'd take them off when working with the drill press or any other spinning object like spindle sanders, table saws, band saws, lathes, jointers, etc. Its really easy for the glove to catch and can really mangle a hand quickly. Even worse if you're using something with blades. While I'm on the subject, its also a good idea to roll up sleeves and be careful of loose clothing.
Now that the PSA is over, that bowl turned out beautiful. I love the colors. I can't wait to see some more! Nicely done!