When you say ground on the power supply, is it the ground from the AC plug (earth ground) or is there another terminal? Often the DC side is “floating” with respect to the AC side and you have to reference it by connecting it to something e.g. the chassis ground.
It would be useful to get more information about the power supply if possible. You may try disconnecting it from the AC mains and testing for continuity from each of the DC outputs to the chassis ground. You should also test for continuity from the earth ground of the AC cord to the chassis of the power supply. The results of these tests should explain what you’re seeing.