I was wondering why floor lamps, or lamps in general do not have to have a 3 wire ground. Lamp cord only has hot and neutral..

Tradition? Price? Lack of a body count?
There is certainly no safety related answer why you wouldn't want to ground a metal lamp.

I have absolutely no idea about US practice in this regard but in Europe it's simple: as long as the cord is double insulated (i.e. not zip cord) the only part that counts is the socket itself. Metal socket - grounded. Plastic socket - not grounded.