Differential impedance can be achieved by referencing two lines to a common ground plane (so-called uncoupled lines) by referencing them to one another and a ground plane (so-called loosely coupled lines) or by coupling only between themselves (so-called tightly coupled lines). Eric Bogatin provides a nice diagram showing electric field lines for 3 different ways that a 100 ohm differential impedance can be achieved:
On the left is the tightly coupled case, where the lines are close to each other relative to both their width and their height above the ground plane. In this case, nearly all of the field lines go between the two lines of the differential pair. On the right is uncoupled case, where the lines are moved 3 times their width apart and then moved much closer to a ground plane. In this case, nearly all of the field lines go to the ground plane. In the middle is the intermediate case where the lines are coupled to one another and the ground.
As a designer, you get to pick how much you couple the lines. As you move them closer together more of the impedance is determined by their mutual coupling, as you move them further apart, more will be determined by their coupling to ground. In the case of a line with no ground, all of the coupling is to the opposite line, which is just the case on the left of that figure.