Q. Why is SG※ not connected to RS232c connector on NSP side?

A． SG※ is not connected to RS232C of NSP. This is because if SG is connected to COM of output of power supply, it makes a loop of current as COM and SG is the same OV (zero volt).
If large current flows in COM line, the current also flows to pin 5 of D-Sub resulting in possible damage to the pin when COM and SG are connected each other. This is why they are not connected to prevent the possible damage.

※ SG：Signal Ground・・・ground for signals, Pin 5 of D-Sub 9Pin