Transformer safety concern
Depending on the point on the waveform you disconnect at, there's some energy stored in the magnetic field in the core, which will dissipate through whatever circuits are present in the windings. Since the secondary is still connected, that will continue to conduct until the remaining emf falls below the presumably rectified input voltage. No high spikes would be generated. If the output is also open circuited there'll be some arcing on disconnection, but it's generally small, and will have ended in milliseconds, long before you can get the plug out far enough to touch any pins.