I know that the answer is yes, I should, but outlets near the setup are not grounded (even though they look like they are) and I don’t want to have wires running though my living room.
The real question is what are potential problems ? Occasional system reboots? Permanent damage to PSU? Permanent damage to other components?
Note to anyone heeding this advice: it has to be a metal water pipe, no plastic.
Second note, the metal pipe has to be continuously metal from at minimum where it enters the house, don’t trust that if you see a metal water pipe (or drain pipe) that it’s grounded.