Loaned my Ram 1500 to a relative the other day and upon return the insert from the hitch was in the bed but the pin was missing. I had a pin with a hole that a clip key slid into. I was pretty sure ...
I tend to lose pins and clips at a 1 x per year basis since I set it down ("I'll remember that location") and then walk away or drop it in the snow or something similar. My "fleet" (4 vehicles, 3 UTV/ATV, all with receiver hitches of one size or the other) was equipped with the Reese pins with grove. As I lose them, I'm replacing with the style the OP mentioned in his post.
I've never had either style clip or pin come out without an external (i.e. me) influence.