We have used thousands of them with no problems. They will not aid in "connector retention" unless you have a shear force at exactly the right angle. This is an advertising joke. They will help with alignment of the connector. Open your holes up so there is just enough play that the leads cant short to adjacent pads. You clearly are using too tight of a tolerance on your holes, regardless or the manufacturers reccomendations. In my personal opinion, unless you are placing them by hand, you dont need the pins. But, sometimes the lead times are so long on the version without pins you have no choice. It is also possible that you are buying crap connectors but I dont see how you could ever get the hole tolerance so tight that it adds mechanical strength to assembly and still be able to place it on a normal line, it would almost have to be a press fit.
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