It used to be very humid in my basement and my (very good) pins took some rust
unless I left them in a wool pincushion. I don't leave pins in my gravel or emery
pincushion anymore. I noticed my pins get quite blunt after using them in insulation.
Have to use emery to sharpen them. There's probably enough moisture in the air
to rust your pins. Have you considered using a dehumidifier?