It is normal practice to ground the base of all high voltage relays for safety.

For Sensata diaphragm style relays (GIGAVAC G41, G43, G47, G81, etc), grounding is not necessary. This is because there is no ground plane inside the sealed switching chamber that an arc can go to during hot switching, and because the external distance to ground, combined with the added insulation of the coil, is greater than the breakdown voltage between contacts.

Download the application note to learn more.