The E-PAD(thermal pad, fins of TO-220) is generally connected to the lowest voltage handled by the device.
For example, a negative LDO should be connected to the input voltage (-Vin), and a dual-supply op amp should be connected to negative voltage(V-).
Sometimes the E-PAD is not connected inside the device just for heat dissipation.
If only the E-PAD is soldered and not connected anywhere on the board, the noise immunity will be reduced because it will be an high impedance pattern.
Therefore, I think that HX2LP should be connected to GND.