Switching power supply noise and grounding
It's in the datasheet:



The outputs are floating. You can connect any one of them to ground (but normally we'd connect the 0 V / Common to ground to give a symmetrical supply.

The voltage you're seeing on the output is due to stray capacitance between the mains side and the output side. There isn't enough to provide any useful power so, for example, if you were to connect a lamp between any one of the outputs and mains earth there wouldn't be enough power to light it. Your multimeter input impedance is high enough to give a reading without loading the stray voltage.