Here is some (non-definitive) experimental data. The figure below shows $n{=}10$ random points in each of $X,Y,Z$, and the minimum perimeter $\triangle$:
[![XYZ][1]][1]
$|X|=|Y|=|Z|=10$. Minimum (red-green-blue) perimeter $\triangle$ drawn.
Now here I let $n$ vary, with $|X|=|Y|=|Z|=n$, and average the results over $k$ trials:
[![n50][2]][2][Fit][2]][2]
The average min perimeter over $k{=}50$ random trials. Fit: $0.03\, + \frac{2.53}{n}$$1.54 \,/\, n^{3/4}$.
The data seems to fit $O(\frac{1}{n})$, but I would not want to claim that $n{=}50$ settles the asymptoticsfits Ori Gurel-Gurevich's calculation reasonably well.