Unsuccessful when testing a power entry module model in simulation
Why is there no difference between with and without module/filter
  cases at the output a, b,c and d?


In your first circuit you say you made the mains voltage zero volts and this is equivalent to placing a short between lines a and b - hence Va and Vb are identical.

Now think about what happens in the 2nd scenario (mains also set to 0 volts). Why would you expect anything different?


  How to model he test in simulation so we can see the difference
  between with and without module cases?


Your model is correct but too perfect and you don't have a load on the output. It's too perfect in that all the components that might give discrepancies are identical - try altering component values by 5% to simulate a real common-mode filter. You also need to assume that your load may not be perfectly balanced to ground and this will change things too. 

Remember that the inductors in your top circuit are coupled and I see no evidence that you have done that in your 2nd sim. The coupling factor is also something you should vary - use a k value of about 0.95.