It depends on the construction of the splitter. Many of them are a "unibody" type thing. There's no feasible way for the shell of the splitter to become detached from the outer shield conductor of the coax connectors on most of these designs since it's all one contiguous hunk of metal. However, as this is not the primary function of a splitter, it's not a "guaranteed" thing. Some cheap ones are built differently.
The grounding blocks, being as their only function is to properly ground the cable, "guarantee" this. They generally provide a better (heavier, firmer) connection, too.
The materials also can differ. Some (again, usually cheap) splitters have a case made out of "pot metal". The conductivity and physical durability of pot metal is impossible to determine ("Hey I've got some metal." "Cool, throw it in the pot!"). While it may be a continuous physical connection, the electrical properties can be fairly unknown, and the physical reliability suspect. Note that this also is a bad thing from the POV of the electrical operation of the splitter, so higher end splitters may be made out of better metal.
Ground blocks are designed to be weather resilient and provide a electrically and physically solid connection over a long time. Keep in mind that if the ground connection broke, you might not notice until you got zapped by lightning since the TV signal may keep operating as intended through the splitter.
Honestly, you were probably fine, but there's little doubt a real grounding block is less likely to have problems...and with lightning and such, chances are bad things to take.