Because it sounds better. A really easy test. Purchase a three prong to two prong cheater plug and isolate your amp. I actually use one for DAC also. Much tighter bass and a clearer background. There is a safety factor but your amp isn't a skill saw and to me the sound benefits outweighed the tiny risk of a shock.
Why Do All Arcam Units (and Maybe Others) Have Only Two-Prong Power?
I've always been curious about this. I used to own gear in their Alpha line and then FMJ. They have always had just two prongs on the back of the unit for the power cord. How are they grounding? I'm not an EE, but I understand how balanced signals and electrical grounding works. Are they not using a fully balanced design inside?