I usually wear kilt pins on my casual kilts. I consider them functional items - the fabric is just very light, and it adds some extra weight. Not due to risk of the front blowing open, which is nearly impossible with the inner apron anyway, but so that the outer layer hangs nicer in wind. And because I think they look cool.

That said, I don't usually wear a kilt pin on my USA Kilts semi-trad. The outer apron edge is heavy enough that it doesn't need it.

Oh, and the kilt pin only goes through the outer apron. You can still quite readily flip the entire front apron up with a kilt pin. But it's really not necessary for modesty at any rate - you're far more vulnerable to the back pleats parachuting up than the front aprons, in my experience.