There is capacitance between the primary winding and the transformer core. If the primary is the innermost winding (commonly done) it may be a few hundred pF. Measure the current to ground from the core - you already know the voltage - calculate the impedance, and solve for capacitance.
In more modern designs using 3-pin plugs, the chassis and transformer core are connected to the safety ground so that this capacitive leakage current will drain to that ground, leaving nearly zero voltage on the chassis. In the old days they just said "don't touch the radio if your shoes are wet!"