As I explained above, the voltage comes from stray capacitance between the primary and secondary windings. This capacitance is 'distributed' - some of the primary winding is at full Live potential, further along the winding it is less and less, until you reach the Neutral connection. So the coupled voltage into the floating secondary is a combination of all of these stray capacitances at different voltages between the primary and your floating secondary winding.
As I said previously, the stray capacitance is very small, so the input impedance of your scope probe will be loading it too. The magnitude of the voltage you are seeing is arbitrary, based on the combination of all of these factors. If you reversed the connections to the primary, or put your scope probe on the other end of the secondary, you would see a different voltage.
Although interesting, try not to get too hung up on these measurements, everything goes away when you connect your ground clip and ground the secondary winding.