Unless an EVGA electrical engineer says otherwise (probably is never going to happen), it shouldn't matter.  All of the grounds should be tied together.  I haven't seen a computer PSU where the grounds aren't tied together.  All of the output voltages need to be in reference to something.  They are in reference to ground.  The case ground and the "negative" wires for each output.  All are tied together.  If they weren't tied together, you would see weird things like the +5v output being 20 volts higher than the +12v output in reference to ground.