I'd never considered the matter.
Same for me, till this thread. Learned a bit
I have a old ATX power supply that I use for easy and beefy +5V and +12V (as well as minor -12V)
I had isolated them from ground, yeaaaars ago, never had a problem.
Probably because I always hook up 0V first, and then my DUT is referenced to that 0V.
But just to feel happy, I just added a capacitor and 1 meg resistor to ground there too (I like to keep it floating)
Now also looks a lot nicer. from 60Vac floating to 1Vac floating
Basically, the build in Y-cap crossing the transformer has to be significant larger (10x) then the inherent capacitance of the transformer itself, to avoid EMI.
And to counter mid-point "leaky" ac voltage, the cap from secondary 0V to ground should be significant (10x) bigger then that Y-cap
I believe this 2nd cap does not need to be Y, I am using X. Because it is not connected to mains. Also because I have those.