Why and how this mysterious AC voltage is created ?

The transformer has stray capacitance, this creates some leakage in itself, but worse it interacts with the switching action of the converter in ways that lead to the PSU acting as a high frequency source between input and output. To prevent this high frequency interference being radiated from the PSU leads further capacitance is added between the input and output sides of the PSU.

Usually the capacitor is after the rectifier, so you will likely find that the current has a frequency double the input frequency.

Is it harmful to sensitive electronics components ?

It can be, but usually the current is too low to affect most stuff.

Is there any way to solve this without grounding the DC output side ?

There are a couple of mitigations available.

If the AC supply provides a ground then the EMC suppression capacitance can be split into two capacitors in series. The mid-point of these capacitors can then be grounded. This allows leakage currents to be diverted away from the output without DC-grounding the output. This is what most laptop PSUs do.

Another is to build the PSU around a split-bobbin transformer. These can have much lower input to output capacitance, but it tends to come at the price of efficiency.

Why and how this mysterious AC voltage is created ?

The transformer has stray capacitance, this creates some leakage in itself, but worse it interacts with the switching action of the converter in ways that lead to the PSU acting as a high frequency source between input and output. To prevent this high frequency interference being radiated from the PSU leads further capacitance is added between the input and output sides of the PSU.

Usually the capacitor is after the rectifier, so you will likely find that the current has a component with a frequency double the input frequency.

Is it harmful to sensitive electronics components ?

It can be, but usually the current is too low to affect most stuff.

Is there any way to solve this without grounding the DC output side ?

There are a couple of mitigations available.

If the AC supply provides a ground then the EMC suppression capacitance can be split into two capacitors in series. The mid-point of these capacitors can then be grounded. This allows leakage currents to be diverted away from the output without DC-grounding the output. This is what most laptop PSUs do.

Another is to build the PSU around a split-bobbin transformer. These can have much lower input to output capacitance, but it tends to come at the price of efficiency.