Where would you expect the current to flow anyway in case of PSU failure ?
To earth would be nice, preferably not through the user.
so i conected my case to a radiator
Well not ideal but better than no earth. Plumbing itself should always be earthed but you can never guarantee it's copper all of the way and it is bad practice to use the plumbing AS the earth. Lacking an earth to the PSU would be far more likely to cause problems than lacking an earth to the case. As you also had monitor problems then this suggests there could have been current passing over the video cable at times. So long as each AC input was earthed this shouldn't happen.
I tried taking a multmetre to my SG03 which is anodised and all the major panels came to 0 Ohms back to the PSU with the only exception being the front fan filter. It's clipped onto a plastic fitting and is therefore insulated very well.
I'm not sure of the significance of no earth to the case for electrical safety on it's own. The PSU itself is hi-pot tested in manufacture and is the only part of the system with AC mains current in it. However, if you were to have a power cable damaged and in contact with the case, you would hope that it should be earthed, therefore tripping something before anything worse can happen.
If you were to use a PicoPSU with an external brick, the brick itself might not even have an earthed input and the power connection through to the system would just be 12V and 0V, not neccessarily the same as earth and with a possibly high resistance.
I previously missed a point here: If the case is covered with such thick, non-conducting powder coat, of course it's not going to conduct but therefore it's no safety issue either! How are you going to electrocute yourself on a case covered in thick insulating material? If the panels were bare metal but were insulated from the other panels, THEN you should be concerned.