I took apart a small transformer. It is of shell construction type. Beneath the primary windings, I found a strip of (floating) copper foil wrapped around the secondary windings. Of course there is mylar insulation between those three components.
Based on what I read here: Magnetics Design 4 - Power Transformer Design, small transformers have the problem of limited space, taken up by insulation and voids between round wires. A copper foil increases the copper volume that can provide better magnetic coupling.
Am I right in my explanation? Or is it something else?