Is there a reason why some ac/dc adapters don't have a grounding pin?
These types of power supplies are always isolated.  That means there is no direct connection between the inputs and the outputs.  You should be able to connect a ohmmeter between any input lead and any output lead and read infinite (or very high) resistance.

Given that there is no electrocution path between input and output, and all the dangerous stuff is encased in insulating material, there is nothing to be gained by adding a ground connection.  The device is designed for the output to "float" relative to the input.  Forcing some part of the input circuitry to ground doesn't do anything useful.