For sure I can't see any reason to pin the kilt pin through both aprons. My kilts are fine without being restricted in that way.

Just pinning a kilt pin onto the upper apron does make it a nonfunctional part of the outfit, which is why I rarely wear one.

Also I'm not a fan of poking holes in an expensive cloth garment.

Though I will say that my kilt pin has a very fine pin, almost like a sewing needle, and does no damage.

With kilt pins the damage usually comes from the pin getting caught on something, a real danger for pipers who might have to shove their way (while playing) in between chairs full of guests in crowded venues.