My guess is the way your knife was assembled had to do with it being a reject. For sure, normally the pins are not supposed to be loose. They are load bearing and used to locate the scale to a tight tolerance interference fit, not compatible with loose.
Well, like Tony said, a burl should be glued and pinned ideally. It can be laminated to a liner, then pressed gently and then screwed on, but it's much harder. Just pin and epoxy, then when there is a little epoxy that oozes out, you can take it to the grinder and shape then finish them as you want. Go slow and be careful and you will be OK. You will get a great fit and little risk. This could be done to a FK of course, but is not a great idea to make your first set to go on the way the normal scales do.
Nathan has a wood scale reject rate that is high. I am not sure how high, but I would say more than 50% of them get tossed. That is with backing them on a liner, and because of his process of course, vs a grinder, which is much easier, but trying to make a set of wood that are interchangeable with the factory ones is a tough job. Anything is possible, but IMO that is not an easy place to start. That's all.