Why? Because usually, those devices are class 2.
The power brick for my HP laptop certainly doesn't have the "double insulated" marking on it. I don't have any other such devices handy right now.
They use the earth pin for RFI suppression only.
Fundamentally RFI suppression on a switched mode power supply involves capacitors between the input side and the output side to provide a path for high freqency currents so they don't turn into radio emmissions. The trouble is those capacitors can pass some current at 50Hz too.
On an unearthed power supply these capacitors have to be connected directly between input and output. In order for this to pass muster with the safety regulators the capacitors must have an appropriately small value and must be of a special safety rated type that are designed such that it is extremely unlikely they will have a short circuit failure. Even so the leakage of such power supplies can cause small shocks and damage to equipment. I believe this is why most laptop vendors have moved to earthed power supplies.
On an earthed power supply the suppression capacitors are connected between the input and earth and then between the output and earth rather than directly from input to output. This provides a path for the high frequency currents while directing any mains frequency leakage towards earth. This means the capacitors can be much larger and thus allow more mains freqency current through.
When you buy an earthed power supply you have no idea if the leakage will be low enough to meet requirements for unearthed operation. Nor will you have any idea if the capacitors are the special safety types.