You don't necessarily need an active earth, but you do need some care if you don't.
Basically you are one big, large-surface capacitor to a distributed ground around you, in 9 out of 10 places, your body will work as an earth. Probably much more often even. Only in very old buildings with wire-based induction or wooden high-rise might your personal earth be too far from actual earth to make a difference.
This concept is used by the voltage tester pen, it has a 220kOhm to 510kOhm resistor and a Neon light and you touch the other side of the neon light. This way up to an absolute maximum of 1mA goes from phase through the neon light into your body, which then transmits that to the environment through your "personal capacitance". If you touch the neutral with the pen, no lights, because the neutral is much too close to the earth your body appears to have, and no current flows.
A floating 1mA into your hand is almost imperceptible and will not make it up to your chest at all, so it's safe as long as you don't use it under a running shower and know to always only touch the end that has the resistor and light between you and live power.
Now that I answered that to the best of my ability, I am very curious to the reason the EVM is curious about the phase. Does it interface to an outside world in some way? In principle AC circuits do not notice Phase and Neutral, because, as the term puts it: The current alternates. A circuit only connected to those two wires will always see the current shooting "left and right" at 50Hz, whether 'left' is Phase or Neutral.
The risk only becomes apparent when there's some interaction with the outside world that has no predictable connection to either wire. For example when there's a user doing something to the circuit or other electronics are connected of which the internal routing is unknown. But in this case I would strongly argue against RC-power reduction, on safety grounds.
(as a note: Triggering a Triac in the phase line, is still not unpredictable in this sense, as it is part of the exact same current-circuit).
Is it possible the Datasheet just means your safety? If the large resistor is in the phase line, you will not be as likely to kill yourself if you fiddle with something during experimentation?