I have an old Black and Decker jig saw that I just bought some blades for at the local True Value hardware store and it takes the "U" shank type end. I think there were two different brands, and you are correct in that they must be eliminating this type for the newer bayonet type that are used with the quick release mounting. There wasn't a huge selection, some had the hole and some didn't. The hole on my B&D saw is for a pin on the end of the screw to help retain it. otherwise, the screw just clamps the blade in place. I think my Mom gave me this for Christmas many, many years ago, and it still works well and like you, I just like it a lot. It's simple, and cuts everything that I ever need to cut with it.
Type at you later,
Dan McEntee