Here's the deal... In the middle of that pin there is a microscopic spring that rides in a detent in the middle of the pin. If that spring was not installed, or installed improperly, the pin will never stay in place no matter what you do. Look at the front of the sight that's closest to the ejection port. Do you see a round hole? That is there so the spring can be depressed when the pin is installed.put the gun on a big white towel and push the pin out beyond the center hole. If the spring is in there then it's probably rolled over sideways. shake it out, reinstallit and while compressing it with a tiny punch, push the pin back in.
I have fixed two like this already.
Gary