I'm not an electrical engineer but my gut feel says as long as you have the shielded cable grounded additional grounding to the actual knock sensor ground terminal doesn't significantly add to its effectiveness, and hence it's not included in the stock set up. It's conspicuous that the stock sub-harness doesn't connect electrically to both terminal A and B knock sensor terminals implying the additional ground connection included in the sensor component design is completely overkill for the Z32 application. 
In other words it assumes the engine block is already more than sufficiently grounded to the ECU and battery elsewhere. Looking at the Z32 wiring diagram that seems to be a reasonable assumption. That may not be the case using this knock sensor in other car applications and hence having the extra ground terminal built in makes this sensor a more versatile design.
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