Any exposed metalwork must be connected to signal earth, in order for it not to introduce hum when touched and to maintain the integrity of the shielding around the signal cables. But, unless extra special precautions are taken, that exposed metalwork also needs to be connected to mains earth; otherwise, a live wire could come adrift from its terminal and contact the inside of the metal case, with potentially very nasty consequences for anyone who might come into contact with the outside of it. So the signal and mains earth connections need to be joined together somewhere; usually in the final power amplifier, since this is by definition the least sensitive part of the circuit to electrical interference. But other manufacturers have other ideas .....
You get problems when there are multiple possible earth return paths for the input current. Ideally, there should be only one way back to the pick-up cartridge: along the outer shielding braid around the inner core by which it arrived. But if you create an earth loop, with two possible return paths i.e. via the signal and power earths, and there is a poor connection anywhere around that loop, then it can pick up hum and introduce it into the mixer inputs.
Disconnecting the mains earths from all except the power amplifier breaks up any possible earth loops, but it then relies on the signal earths to provide safety earthing for the mixer and decks. Under fault conditions, the safety earth might have to withstand enough current for long enough to blow a 13 amp fuse. If the outer shielding braid around one of your interconnecting cables burns out before the fuse, it's goodnight Vienna unless there is an RCD somewhere in the power circuit supplying, ultimately, the unfortunate DJ / MC / selector / member of public asking for a request. And since you don't know how the venue is wired up, or when the RCD -- if there is one fitted at all -- was last tested, it makes sense to provide one of your own. Fortunately, plug-in ones are available that will provide protection for anyone using an appliance downstream of it, in case anyone has been doing anything daft like disconnecting mains earths to try to get rid of a hum loop .....
In short: Fit a plug-in RCD on the extension lead you use to power all your equipment, and make regular use of the "test" button.