In addition to my post this morning, I went off to read some more on possible scalp issues/damage and hair loss from hair pins. I came across some interesting material:
It explains what is meant by hair loss and its causes. In the latter case it breaks the information down into hair disorders, disease, hormones and stress, dieting and poor nutrition, medicine, hair care and hair styles.
Under hair care, it mentions rubberbands, clips and hair pins. It suggests to use hair pins with that have a smooth, ball-tipped surface.
On this site, they mention a section - things that may unknowingly cause scalp damage. The final item on the list is bobby pins that no longer have rubber tips.
Click on the link above to read more from this site. It's in the form of a slideshow.
I think if we cannot avoid using hair pins, we will have to endeavor to use those with the protective rubber tips in place. I would also suggest re-configuring the pins in the event that you are not ready to take your hair down. Maybe shifting a pin or two around.
But ultimately, I am a firm believer in taking that do down if it is offending me!