Sometimes it becomes necessary (to accomplish your desired layout) to drill through the pin. Any other reason would make no sense at all.
In other words, just because your buddy has a ball that way, it doesn't mean you should do it. The two of you might track differently, and even if you do track the same, there may not be two (exactly) identical balls with which to compare.
Is there any advantage, or disadvantage, to doing it? As long as you are achieving your layout objectives then go ahead. But there is nothing "magical" to having the pin drilled out. It simply marks the top of the core.