I have an amp (denon pma-1060) that has small 330pF ceramic caps directly soldered between it's speaker outputs and the chassis. But I don't know what is the purpose of them. Why are they there?
Normally such values are used to suppress RF noise due to leakage in the power transformer. It is not so much about any shock hazard as it is to remove static from the speakers that may exist on the AC power line.
The power transformer has capacitive leakage (100s of pF) and these are an attempt to neutralize that problem.