Do you mean that the metal housing and metal core/laminates are grounded?

That is in event that the live conductor shorts out to this metal.

Or do you mean that one conductor of the 24 volt output is grounded?

That is due to safety and/or codes, or the decision of the engineering dept of the manufacturer of the unit..

Did you post this question a couple of days ago? It is identical. No need to ground the transformer, it converts voltage without grounding.

The transformer doesn't require a ground on 24 volt side. If your blowing fuses cut the ground wire off and see if the problem still happens. Possible cause is a contactor or relay has high resistance and may not show.The real cause may never show up. The problem is resistance with in a winding ; change all relays and the issue will disappear.