(ok, let me try some guesses ...)

if you have, for example, a power tool with a three prong plug, two of the plug leads are to supply power to the tool and the third is to protect you in case an electrical problem occurs with the tool (e.g., if a bare wire inside the tool touched the case, hopefully the current would go through the ground wire to the ground outside your house, instead of through your hand through your foot to the ground under your feet).

handheld units are sealed to prevent you from touching bare wires on the unit, and also, being portable, do not have as much juice as a 120V outlet, so the need to protect you from frying is not there. and, their cases are plastic (aren't they?)

the grounded case on a computer, for example, also provides signal isolation (protection from radio interference). it would be silly for people to run around with ground cords stretching out behind their cell phones, so the cell phones are designed to handle interference without this extra protection. (don't forget, i am guessing :) ...)

james