The only bridge pins that I have ever changed out were on my Martin J-40. I swapped white plastic pins for black ebony pins with abalone dots -- purely for cosmetic reasons. If something breaks or gets lost, I will replace as needed. But not just for the sake of changing. If that floats your boat, I'm fine with it.
I also have never changed a nut or saddle unless making a new one, and usually replaced it in kind. Just sayin'.......
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