The middle prong is an AC safety ground. It has exactly one purpose and that is to prevent electrocution.
Whether or not a manufacturer chooses to have their equipment grounded is based on safety regulations and construction. It is most definitely not meant to be up to a cable maker. If your equipment requires a ground it should be used.
Now, among grounded cables there is an additional features of a shielded or not, which provides protection from EMI/RFI noise to/from the power cable. I'm with the shielded camp. With so many digital and radio sources in the modern home I always pick shielded when possible.
