|•||With the power supply open and connected to mains (house) power, there is the possibility that you may contact mains (house) voltage.
Depending on the scenario, that can be fatal.
|•||The large aluminium electrolytic filter capacitors are considered hazardous, because of the combination of high voltage and high charge. You need to 'treat them with respect'.
When you remove mains (house) power from the power supply, these filter capacitors take time to discharge. In most (most, not all) models of power supply, the discharge is speeded up by the use of a bleeder resistor.
In rare cases, power supplies provide an indication (example) of how much time after power-off that they (that particular model) can be considered safe (from an electrical perspective), but what if some kind of failure in the power supply results in that time now being invalid !
To gauge discharge status, a voltmeter can be used to measure the voltage on the filter capacitors.
For information on manually discharging the filter capacitors, see here.