The problem is, if you're stripping your weapon at night and you lose one of those pins while fiddling around sliping it into one of those dinky stock holes, your screwed. I'd rather have captive pins.
That's called a captive pin and yes, as FarEast said, the SCAR (identical to the real steel) has this feature. Real M16/M4s also have this feature. Stops you losing your pins in the field. For some reason real H&Ks haven't caught on to this idea...