It's just I am used to Production test equipment getting abused and so I go an extra mile to ensure no drama.
Did you determine if the LED's have built-in reverse-diodes, I remember your post about that long ago.
The first danger I see is the mains adapter's internal Y-cap causing stray voltage on the 5V output. This is why I say earth-ground its output.
Adding protection diodes across the current-source helps, but then the ESD hit goes to the DC-DC converters or elsewhere.
For incoming ESD, having small capacitors to earth-ground on the DC output lessens the incoming ESD hit. They (caps) do not cause AC leakage currents, but add risk for the output capacitance of the current-source causing a small discharge pulse to the LED's when initially connecting the test leads. So some series-resistance on the output is desirable, also because the current-source has a finite time to come out of saturation.
With no load, the current-source is full on, and once an LED is connected it must quickly throttle down to 1mA, which takes time. Enough time to damage an LED?
A pair of 100-1k resistors on the DC output, this would limit output current spikes and ESD input spikes.