My Ruger P95 does not. Neither do either of my carry Kel-Tecs.
My Bersa Thunder 380 does have one.
There are pros and cons to either setup. A counter to the idea that ejecting the magazine from a gun someone is trying to take from you to make it inoperable also exists. If such an attempt is taking place, but the suspect manages to release the magazine in the struggle, you would still have one shot at him. In most jurisdictions (all, if you're in law enforcement), a criminal disarm attempt is construed as "being in fear of death or grievous bodily injury."
I never did make up my mind which way I'd prefer my carry (or duty, were I still on the job) be, but I do lean to preferring a gun without it. Even if a BG gets my gun and I eject the mag, he does only get one shot at me with it (I'll just have to make sure that shot doesn't count!)
Now, if you really want to get frustrated with the whole passive-safety issue, pick up a Phoenix HP22A. Here are some of its 64 built-in safeties:
1) Magazine disconnect (pistol will not fire with no magazine in place.)
2) Mag-out chamber-lock (slide cannot be retracted with no magazine in place.)
3) Safety-off mag-lock (Magazine cannot be removed if frame-mounted safety is off.)
4) Safe-on chamber-lock (slide cannot be retracted with frame-mounted safety on.)
5) Two manual safeties that work in opposing directions (upper safety goes up to fire, while lower safety goes down to fire.)
As an example, I'll give you unloading instructions for the Kel-Tec P32, similar in size, and for the HP22A
To unload the P32, perform the following steps:
1) Press magazine release and remove magazine as it is partially ejected from gun.
2) Retract the slide briskly to eject any chambered round.
Now, to unload the HP22A:
1) Place the lower (frame-mounted) safety in the SAFE position.
2) Press the magazine release with one hand, and use the other to pluck the magazine free (it does not eject freely.)
3) Unload the magazine.
4) Insert the now-empty magazine back into the pistol
5) Place the upper (slide-mounted) safety in its SAFE position.
6) Place the lower (frame-mounted) safety in the FIRE position.
7) Briskly retract the slide to eject any chambered round.
8) Place the lower (frame-mounted) safety in the SAFE position.
9) Repeat step two to remove the magazine (again.)