9 times out of 10 (at least), the configuration you describe is optimal for eliminating hum. Since you don’t hear hum - leave it as is and enjoy! In general don’t add grounding links until they’re absolutely necessary.
I have one odd SUT (Hagerman based on TX103) that requires an additional grounding cable from SUT to MM phono stage - otherwise the hum is quite loud with volume turned up. I haven’t looked into this SUT to see what the problem might be (e.g. possible wiring issue?).