The retention pin is generally not needed. once slotted together they tend to stick fine. Some glue can be used to weld em permanent if you like that. The pin holds the two housings side by side, and has nothing to do with keeping it plugged into the opposing plug. I think the roll pins are dumb, and redundant.
Numerous methods work to keep the housings plugged into each other. Mostly I just use a wrap of tape for a critical one.
The only real drawbacks of andersons I've found, is the odd one that lets the contact back out of the housing. This problem is sometimes hard to spot, and as said before, when you get to the point of having 40-50 of em on a racing bike it can be a pita to find the bad one. The other is simply cost. Bullets for 50 amps are still cheap, while andersons get quite pricy in the sizes above 45 amps.