The main concern here is making sure not to allow a large differential in static charge release through a component.
Say you unpack all the parts onto a table, and the whole time you are touching the table and the parts etc, then you are constantly "balancing" your static charge level with the work area and the components you are working on.. The static concern becomes a non-issue pretty quickly at this point. Touching the case unplugged just balances the static charge level of yourself with the case. The "level" of the static charge is not harmful to any of the components. The harm comes from the FLOW of electrons rushing quickly through a component.
You can plug in the case if you want, that will just bring you and all the stuff you are working on down to a different lower static charge level, but won't necessarily reduce the risk of damaging something with static. In fact, in some cases it can make the risk even greater as you work on things, because now the static charge you are building as you work has a low resistance route it wants to follow. accidentally reaching in and touching a component in the case after walking across the room, with the case plugged in (and failing to first touch the case), is apt to produce a larger static discharge through that component than would have happened if it were unplugged.