Considering a Star/Star transforemr with Neutral on both sides , it can presumed that the 3rd Harmonic current goes back to the Source through the Neutal . but the provision of a Delta winding reduces the current due to it’s % impedence and grounding a corner point if Delta provides a local path for the Harmonic current through the Neutal of the winding . If it desired the tertiary winding can be kept floating ( ungrounded ) and the Harminic current will flow in the loop stabilizing the voltage .