Wye not? It provides a defined phase to ground voltage and nice clean connections; try to draw out the connection diagram for a delta-delta autotransformer.
The earthy end of the winding can be insulated to a lower voltage than the line end in a star connected design is used. A delta connection requires the full winding to be insulated for line voltage. At very high voltages the insulation takes up a signficant amount of the core window so the saving can be significant.
I had considered saying something about wye-delta autotransformers but the concept was so outlandish I didn't bother. You could do an open delta autotransformer using two single-phase autotransformers but there just isn't a way to close it.
