Help explaining negative (ground) power connection through TV setup even though wire not connected?
It's common design principle to have a single common ground point in circuits for signals and DC supply voltages. It's common that minus pole of a single supply voltage is connected to that in-circuit ground point. The signal cable shields are also connected to the same ground point.
Then something not so expected: Your wall-wart has internal connection between the mains AC input and minus side output. You have been lucky, the connection from the DC output minus happens to be to the neutral mains AC wire. In addition where you live there's a grounded neutral, both wires are not hot.  Hopefully you have not in some way already reversed the mains AC input wires because that could be lethal.
The wall wart power supply isn't acceptable at least where I live because we have mechanically symmetric mains AC outlets. I guess it's faulty, for ex a wrongly assembled or broken part makes an unwanted contact.
Unplug, stop using it now and get local pro help to check the case. There can be more than you have shown.