Hi Dent,
The 3rd prong is not used in power transmission. It’s role, when equipped, is to ensure the metal chassis of your equipment is ALWAYS at ground potential. Should a short occur between the power supply and the metal chassis that pin should short it to ground, causing a breaker to trip. The alternative in these cases is that you, your pets or your children become the short to ground when you touch it.
Devices that do not require a third pin are double insulated, or do not have a metal exterior chasis. My subwoofer is like that. The external parts are all wood.
The balanced power benefits will help your entire system no matter which of these devices you use. That is, 2 or 3 prong. However, there are arguments that balanced power devices don't always help with ground loops. I've found the best way to deal with GLs is to add isolation to the offending devices. Usually this is a Cable TV input, or PC audio input.
Best,
Erik