With a chain like this one (kmc 9 speed) you ca see that the end of the pin is splayed out over the plate. When the pin is pushed out the material over the plate breaks at random, and the end of the pin doesn't look very healthy after that. There may be other 9 speed that have straight end pins like the lower speeds do, but with a chain like in the photo I would not be confident about the hold of the pin when pushed back.
View attachment 550456
Exactly, and the same is true of 6/7/8 speed chains these days too. I think they've been like this since Shimano drivetrains started using 'narrow'/'IG' chains about 30 years ago.
When you push the pin out, the peen breaks off the end of the pin and is usually left as a tiny ring of steel around the end of the chain tool. This is pretty much impossible to re-create and pushing the pin back in results in a severely weakened chain. If you try to push the same pin out in the same direction after re-joining, it's worryingly easy.
For the infinitesimally miniscule cost (effectively zero if you use KMC/SRAM chains and reuse the link), it's worth doing the job correctly with a quick link or Shimano joining pin - especially if you like your teeth and nuts the way they are.
For those who struggle with quick links, the pliers to separate them are available for about £3 and make the job child's play - much quicker than messing around pushing pins in and out with a chain tool. No tools are required to fit a quick link.
You can get away with joining chains incorrectly for a long time, especially if you are lucky or blessed with weak legs, but the question is, why bother?