with a brand new, yes you are the first to have a take down pin back out.
with the early take down pins , the retaining groove under the head was insufiecient, but that has been long since corrected.
other than the pin, if the catch hair pin spring gets out of kilter would prevent it from snapping in. this is accompanied with a buldge in the grip around the hole. the buldge and the mis orented spring will prevent it from locking in.
If the pin doesnot lock in where a gently pry causes it to come out, you should not shoot it. shootong with the pin not fully inserted into the other side of the frame will damage the frame by elongating the holes and then with the proper spring and pin, the pin can move radially and not stay locked in