Classe knows better than to assume that everyone has three-wire wiring in the house. It's unlikely that the third prong of the AC Mains cord for requied for anything necessary to the functioning of the amplifier . . . though there might be some kind of AC Mains filtering in the amp that uses the AC ground as a place to dump noise. Check with Classe on that.
Typically the third prong is a safety ground only, a path for current to take in the event that the product suffers an internal failure that might otherwise cause the chassis to become "live" and zap ya. Classe builds good stuff -- you can certainly float the plug without affecting the operation of the amp.
But for safety, I always recommend that one (and only one) component get grounded. Ground more than one component and you'll probably create a ground loop, which can cause audible speaker hum. BTW, systems that are fully-balanced, i.e., which use balanced interconnects, can have more than one component grounded without worry about ground loop-induced hums 'n' buzzes.
Mike Elliott