I think you should keep an eye on it for a wile just to be shure it wont back out. but realy that is prety standard for all parts of a new build.
the pin would have to come out before the piston could move.,what would happen if it fell out???? maby end up in the reciever,,, maby jamming something.... maby ejecting out??? neither one sounds too deadly. then you shurely would see the hole if you are keeping an eye on it. now what would happen if the piston started backing out? you may fail to close the bolt due to the piston hitting the gas block before the bolt can lock. I would think you would get some feel that something is wrong before it totaly unscrewed.. either way I can not see any major failure from the piston backing out... I know unforseen things happen but that is my feeling. I think you are fine but I have to admit I like a head on both ends. I make a rivet from a nail .. but I happen to like hammer forming parts. I think I should have been a black smith. hahahahha