Are the wheels plastic or rubber? If so, the constant motion of the belt separating from the surface of the wheels generates a charge, as does the air moving past the belt. If the wheels are non-conductive, the charge can't dissipate through them to the frame of the machine - that's why the external ground wasn't effective. By wearing a wrist strap, you're constantly bleeding off charge before it can accumulate.
In industry, this is a problem, because many times there are sensitive electronics nearby. The way they deal with it, is by either using plastic/rubber parts with conductive compound added, wiping down plastic/rubber parts periodically with an antistatic solution, or adding copper wipers that impinge on rotating plastic/rubber parts to bleed off any charge. Humidity actually helps the situation. It happens to me here on my belt grinder, it's annoying.