Why are some Step-down transformer secondaries grounded?

Because 24Vac is a voltage level considered not dangerous in case of direct contact with a human body; for higher voltages it is considered safer to ground the mid point of the secondary voltage for the sake of limiting the voltage to earth level....

Step-down transformers serve two general purposes: to change the voltage and current capacity (obviously), and to achieve electrical isolation from the primary. When the latter is important you would leave the secondary floating from whatever ground reference might have been available on the primary side. Often this produces a safer appliance since you can not receive a shock to ground from it (just as that can not happen with a battery powered appliance).