Changing out the pins in a Glock is like getting nitrogen pumped into into your car tires -- can't hurt anything, but isn't likely to make a big improvement in anything you are likely to notice, either.
The pins don't have a reputation for breaking, and they aren't big enough that changing their composition is likely to have any noticeable effect on the feel of the gun in your hand or how the gun performs.
If you replace the pins, be sure to remove the old pins and install the new pins in the ORDER called for. You will feel really dumb if you do them in the wrong order and find that things don't fit together as they should. (Been there and DID THAT!! Duh.)
Note: Nitrogen in a tire is supposed to allow the tires pressure be more stable and less affected by outside temperature or the heat build up from high speed driving. Nitrogen is also "drier" than compressed air (it has no moisture), which means the rims might have less corrosion and the rubber will not deteriorate as quickly. Most folks, however, trade a car long before the things nitrogen will fix or prevent can happen. The nitrogen doesn't help the OUTSIDE of the the tire rubber or rims and that's where you are most likely to see wear, oxidation, dry rot, etc. And the cost of using nitrogen might be more than any savings that comes from it's use -- unless you've got your own inexpensive source.