Yeah - you can’t see it in the picture, but the transformer shield wire is grounded to to the chassis ground.
Antek’s own transformer cover wouldn’t fit in that case without grinding it down to be several millimeters shorter. The cheap Chinese cover from eBay cost considerably less, didn’t require modification, and had a mounting setup that was easier to tuck wire under the cover.
Aluminum provides no magnetic shielding, so if you want to go crazy like I did with that build, a bit of steel sheet to cover the underside of the transformer to complete a more complete box to shield the external magnetic field of the transformer more thoroughly.
Other people can answer the question about trade-offs between transformer types better than me - I went with the toroidal transformer to fit in the case because I was trying to make the build as compact as possible.