I want to replace an old multi-socket but the majority of the ones sold today don't have this pin? Why is that and does that mean they are not connected to the ground?

I've moved from Belgium to the Netherlands (so the standard you show to the one with 2 grounding things at the top and bottom). Every single plug was compatible and usable without issue. The ONLY issue with the plugs here is that they can't handle as high of a load as the Belgian ones. The best part about these are that you can plug it in both ways which is soooo convenient!