Your toroidal transformer, I have never seen an earth on one because the metalwork (core) is totally covered in the windings and insulation tape, i.e. there is no exposed metal to be "earthed". I could see an electrostatic screen being incorporated, to be earthed to reduce inter winding capacitive pick up of mains borne transients. Your heater, this earth is for the metalwork and not the supply return lead?
As said before, if something goes wrong, like the transformer goes short circuit mains live to the low voltage output, you want to make sure that anything you can touch will not become live too, so all exposed metalwork should be connected to a low resistance path to that actual earth. Usually the incoming mains earth is good enough for this purpose.
Supply returns, if you have high current supplies and devices, it is best to run their returns as directly as possible, because there may be voltage drops along these wires that can interfere with sensitive circuits.
Frank