The answer probably lies with the fact that the National Electric code applies to hardwired/permanently mounted fixtures, but doesn't apply to lamps at all.
Plug in fixtures undergo UL testing that determines if grounding is needed. Most of the time it is not needed because they are not made out of metal. You can't get a shock from wood or plastic. Plastic ceiling fixtures won't have a ground either.
I was about to write that a metal lamp will have a third equipment ground prong on the plug. Then I looked at my all metal desk lamp and it doesn't, hmmmm now that is vexing.
I always thought it was because they were considered "double insulated". Here's an excerpt for the definition
Double insulated or class 2 electrical appliances are products that have been designed in a way so as not to require a safety connection to electrical earth (These products must NOT have a safety connection to Earth).
These products are required to prevent any failure from resulting in dangerous voltage levels becoming exposed causing a shock etc. This must be done without the aid of an earthed metal casing. Ways of achieving this include double layers of insulating material or reinforced insulation protecting any live parts of the fitting.
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