I have not heard of any hdd media player that has auto volume normalization feature. Are there such hdd media player that has audio normalization function?

I don't think you understand what the 'earth' point on a plug is about. The 'earth' point on a plug serves as the grounding source for the electrical item in instances when there is power surge either through faulty internal components or from the power supply. Unless your unit comes with a three-pin plug as standard, then there is no difference whichever source the power plug is connected to, as there is only two pins on the plug for 'live' and 'neutral'.

Secondly, some computer component design uses the metal casing as a sort of grounding as well, similar to the concept of car batteries grounding on the car chassis. So, if this is indeed the design employed by the manufacturer on the HD-Pro, then it will be a normal instance to feel the slight electrical tingle depending on whether the person touching it is directly 'grounded' or not.

However, my question again is if there is anybody that has the similar experience, please do say so. I do not wish to make a hasty warranty claim from Yangxi, nor do I wish to risk the safety of my harddisk inside the HD-Pro in case this is a sign of it being faulty.