Adjustable/removable pins make it possible to more reliably do a good job of fitting the scales to the blade. With peened pins, you don't know what the blade is going to do until you've peened it in place and it's too late to make any adjustments. When I was using pins I would routinely pin a razor three or four times before everything worked properly. The unpinning process involves either a drill or files, both of which can destroy your scales in a heartbeat. Add in the possibility of bending the pin while peening, and you've got a major pain in the butt situation on your hands. :)
Josh