Of course they don't. NEO25T's high tech diagram explains it perfectly. The pump is run from the power from the battery positive which flows from terminal 30 to 87, through the pump and back to earth...when the relay is activated by the power coming from the ignition source through 85 to 86 (or the other way round as you will have discovered it matters little) and then to the ECU where it is earthed as with most things connected to the ECU.
BTW the best place for a fuse is between the battery and #30