Yes they do and in that case I would use three prong extension cords but even in my display, out of the over 100 connections, only 3 of them use that type of connection. When I implement the smart strings next year it will go up to 6. None o my light strings, wire frames, blowmolds, or inflatable's use that type of connector so running a three prong cord to them would just be wasting money for me. If the devices you are plugging in require it then it makes sense to use them but if they don't, then there is no benefit in using them and you are just spending time and money for nothing.