Why is this laptop adapter grounded?
In the U.S., we refer to the three pins on the AC plug as Hot, Neutral, and Ground.  Sometimes the Ground is more accurately called a "Safety Ground".

On the DC Plug going into the laptop, the ground conductor is usually (but not always) connected to the Safety Ground.  Doing this makes it easier to pass regulatory testing approval (EMC, ESD, Etc.).  It also reduces leakage current through the "isolation" barrier inside the power supply.  Some people complain that when laptops are placed on their bare laps, they get a tingling sensation where the screws of the laptop touch their skin.  Having those screws connected to the safety ground of the AC plug mostly gets rid of that issue.

Also, even if the safety ground is not connected to the ground conductor of the DC jack, it could be providing some additional safety benefits inside of the power supply itself.