Electrical – Do travel voltage transformers really not have grounding

All this stuff is cheap Cheese junk

You describe a genre of travel transformers, not just a specific one... but who's kidding who? The "genre" you're talking about is "the infinite array of products sold on Amazon" and other online/mail-order sites. Your underlying assumption is that Amazon is a professional and reliable supplier of goods, comparable to walk-in big-box stores like Home Depot.

Actually, that assumption is flat wrong, thanks to Amazon Marketplace. For business reasons, Amazon chose to open their retail-sales website to any seller - ANY seller, very much like you expect from eBay. Further, they opened up their warehousing and delivery systems as well, so eBay-tier absolute junk is sitting on warehouse shelves right next to Amazon's own stock (and sometimes commingled with it), and ships with Prime. Of course, the "Prime shipping" is very prominently marked, but this is more subtle.

The various governments certainly have processes in place to protect the supply of consumer goods. The problem is, direct mail does an end-run around those processes. Items sold at retail in competent, professionally managed walk-up retail stores are generally protected - so Home Depot, Wickes, etc. should be reliable supply, provided you see an NRTL stamp.

Even the ever-counterfeited CE mark becomes reliable in a competent EU retail store supplied by EU manufacturers or industrial EU importers... because they are within the reach of EU's enforcement agencies.

So my strongest advice is limit yourself to supply chains subject to that government scrutiny - competent retail stores (e.g. not your local flea market/junque shoppe). Oh heck no - UL would never approve that.

Your intuition is spot on: "Bull feathers!"

Obviously, a device should not offer a grounded socket if it doesn't have any source to obtain ground from. (this might be allowable if GFCI protection was present, but it's not).

In the US, we have a very solid system for approving consumer electronics. Underwriter's Laboratories (UL) writes a "White Book" of product safety standards every product must meet, then a manufacturer sends prototype devices to UL, and they teardown the device and torture-test it for compliance to the White Book. (US OSHA maintains a list of "Nationally Recognized Testing Labs" also qualified to do the testing, such as CSA or ETL.).

Generally, any electronics seen in a retail store has a UL, CSA, ETL or other NRTL listing with file number.

Meanwhile Europe has the CE mark, in which domestic manufacturers self-certify their goods (this can include goods they import into their own warehouses). Difference from direct mail being, the manufacturers have something to lose; something for enforcement to threaten.

But you want a bargain. I'm not so worried about this bargain, which you can readily see is a ripoff and Darwin award... I'm worried about the all the other bargains whose danger is not so obvious.

Simply turn off dodgy supply channels.

I get the allure of online shopping, and especially Amazon Prime "since you prepaid for shipping". But the fact is, some areas (especially consumer electronics) are so awash in this crud that buying from many sites is simply futile. There's no answer but to stop trying.

I certainly believe COVID-19 is real, and I see the case for online shopping. However, my recommendation is to shop at the websites of bricks-and-mortar stores such as Home Depot, Wickes, Redoute, etc. While these sometimes intermix Amazon or eBay results (looking at you, Walmart and Sears)... the items on the website are the items they sell in the stores, which are UL-approved, legal and safe. As far as free shipping, I'd point out that most of them cheerfully do curbside.