I generally have good opinions about VuurwapenBlog. I watched the section you are referring to.
As has been said, external extractors aren't typically an issue. In over 70 handguns owned at this point I really haven't had too many extractor issues, and not one of those was related to the pin (only 10 or so of those pistols had internal extractors).
I have to disagree with his assertion that a friction fit isn't enough. Frankly it should be. On a light enough pin that is sized properly to the hole, I can sit there and give it some pretty good wacks in order to get it to move. For instance my HKs require a good hammer strike on the punch before the pin will even start wiggling its way through.
It would appear to me, from what limited information I can gather in the video, that the pins S&W used in this instance were sized slightly too narrowly, allowing the recoil to walk them through the hole. Honestly that shouldn't happen. Frankly this appears to be a QC lapse on S&W's part more than anything related to external extractors.
Having never thought of it before, it strikes me that a roll pin may have some advantages over a solid pin in that you could likely oversize it for the hole just slightly, as it is capable of compressing. Just make sure the ends of the pin are beveled slightly (as they typically do on roll pins) and it can likely mitigate the issue. These are just my own thoughts.
So, what do you do? Well as noted in the video, watch for it. You know where your own extractor is on your SIG, and you can see the placement of the pin within that hole. At the end of your shooting sessions take a look if that pin is moving. If it isn't, you're golden! Any firearm you own should be tested for a certain period anyway. Now if it is moving, I'd try a little Blue (for the love of all that is holy NOT Red) Loctite on the pin and that should take care of it. If it develops into an issue, contact SIG and have them fix it on their dime.
As 4thPoint mentioned, there are a million areas of concern that could
potentially be a problem with a handgun. Just stay aware of your firearm and relax.