I personally do not worry about the EPA and DHA intake that I have. When I used to care about my Omega 3 (ALA) intake, I consumed a lot of flax seeds and chia seeds which are both pretty high in Omega 3 and also have a good Omega 3 and Omega 6 ratio.
Since you specifically asked for non-ALA answer though, they only feasible way for most vegans to get their EPA and DHA would be through vegan supplements made from the microalgae you mention. To be honest (I do not have the statistics to back this up though) I think that most vegans just don't care about it. For me personally, while I know that having EPA and DHA in my diet would definitely be good, the price I (and more importantly other sentient beings) would have to pay is simply too much. If on one hand I can be somewhat healthier and eat animals and on the other not be somewhat healthier and not eat animals, it is not even something I have to think about. I suspect that many vegan-because-of-their-beliefs vegans will have it similar.
EDIT: I forgot to note that while the ALA to EPA and DHA conversion rates are really bad, the conversion still happens. One vegan way of influencing this would be to lower the amount of Omega 6 from processed food in one's diet as this actually may have inhibiting effects on the conversion process.