Door pins are nothing to do with an MOT (IMHO)
Your point about the fire brigade in the event of an accident is a fair comment... BUT it would only be an issue if, for some reason, your doors became locked during the accident. (possible)
At the end of the day, whether you make this mod or not is solely down to you... if you're worried about the safety aspects, consider chopping the pins in half.
You will then have the security benefits, and also be able to pull the pins up manually if you needed to.
If the door is locked and you open the door from inside.. does the door remain locked? (I've not had pind for years so cant remember)
I am being serious when I say your Saxo can be entered in approx 5 seconds if you leabve the door pins as standard.
You could also consider deadbolts... check out
this article