Cut view through transformer windings.
White: insulator.
Green spiral: Grain oriented silicon steel.
Black: Primary winding made of oxygen-free copper.
Red: Secondary winding.
Top left: Toroidal transformer.
Right: C-core, but E-core would be similar. The black windings are made of film.
Top: Equally low capacity between all ends of both windings. Since most cores are (bad) conductors they also need insulation.
Bottom: Lowest capacity for one end of the secondary winding needed for low power high voltage transformers.

Bottom left: Reduction of leakage inductance would lead to increase of capacity.
Own work
Arnero