Why do we connect neutral and ground at the transformer?
A grounded neutral ensures that line-to-ground voltage is the lower phase voltage (240V~ in India). Without a grounded neutral, in the event of an earth fault on one of the lines, the line-to-earth voltage would be the higher line voltage (415V~ in India).
A grounded neutral enables safety tripping during a line-to-earth fault. In the event of failure of the tripping mechanism during a line-to-earth fault, a grounded neutral would ensure that a person coming in contact with either of the other lines would be exposed to phase voltage only and not line voltage.
The electrical utility supplier alone can guarantee effectiveness of the safety mechanisms by grounding the neutral at the distribution transformer.
Grounding the neutral would not be in the consumer's scope unless mandated by local regulations. (In India, consumers are not permitted to ground the neutral).