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I have a PCB with both mains and low voltage.

enter image description here

The ground plane of the low voltage side is kept distant from mains (separation marked with a white silkscreen line), and separated with cutouts.

I am wondering why a main's protective earth line without solder mask, close to the separation (see image), is never made in that kind of circuit?

In my understanding, any high voltage buildup or contamination will first jump to earth before reaching the low voltage side

Does that argument change if the low voltage GND is connected to the mains voltage earth (say through the low voltage PSU)?

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Consider this: many, many power supplies don't have access to a protective earth (because they use 2 pin plugs into the wall) and, they are "safe" because they use recommended distances between live conductors and their user accessible output terminals.

I am wondering why a main's protective earth line without solder mask, close to the separation (see image), is never made in that kind of circuit?

The reliability of your proposed circuit is much degraded compared to not having the earth-line so, what is it to be; a reliable circuit that is safe because decent creepage and clearance distances have been employed or, a less reliable circuit that uses an earth-line.

Then, also consider this: if the earth line failed due an an excessive spark-over and over-current, you have now got a floating conductor that effectively shortens the distance between live conductors and the user accessible output terminals.

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I have seen PCBs with gnd protectors, but they are rare as they need extra space, as the clearance/creepage distance has to be maintained from L to E, then some from E to the rest of the circuit.

Generally better to just keep clearance distance, and use slots.

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