In single wart supplies, one of the 12 V AC lines is used as the 0 V rail, with the diodes/regulators producing +12 V and −12V DC relative to that (remember that voltages are always relative). If you mix up the AC connections, you’ll end up with two “0 V” rails connected to different AC lines. Which is fine, until you connect them to each other.
(Antoine mentioned this here)