I, too, was taught to sew over pins when I first started sewing many years ago. I no longer do that since a needle broke and hit me and part of it embedded itself in my cheek near my eye. It could have blinded me had I moved a bit.
I think sewing over pins is not a good or safe practice to keep, plus I don't want to damage my machines. I sew on everything from antique machines to some of Janome's most recent machines. Slowing down to remove a pin also aids in precision sewing. I teach my students not to sew over pins.