Yes, they do. [1] for Italian outlets, [2] for many of the others. I'm sure I don't need to continue.

[1]: https://www.apple.com/it/shop/product/mw2n3ci/a/prolunga-per...

[2]: https://www.apple.com/fr/shop/product/mw2n3z/a/câble-d’exten...

I suspect what they meant is that there isn't an official Schuko nub that slides onto the brick and lets you hang it directly from the socket rather than carrying an extra meter of cable around. There is a BS1363 one, and those are only legit feasible in a grounded configuration (although I guess you could use a plastic ground spade to lift the child protection slider inside the socket if you were a particularly unpleasant engineer). Nice for those of us in British-adjacent countries.

I'm talking about the non-corded variants. Carrying an extra metre of cable around just to get the grounding prong is not great.

As another poster mentioned, it's particularly annoying because Apple does ship the UK adapter in 3-pin grounded form

YMMV. I throw away the non-corded variants because they rarely fit in the spaces that people think to put outlets, especially as the chargers have grown and (particularly) train operators love putting outlets attached to tables with about 5mm of clearance.