Why do some disk brake pads use split-pins or bolts to retain metallic or resin pads?
Some caliper models use the threaded style pin and some use the bent cotter pin type one. Several of the pad shapes are used in calipers of either type. Every Shimano replacement pad that is compatible with a caliper that uses the bent pin type retention pins will come with any replacement pin or pins that may be needed, plural because there are actually 3 length/profile variations of bent pin across Shimano calipers. There is no metallic versus organic distinction involved. 

For the most part the calipers that have the threads are the more expensive ones, or at least that's how they've been doing it recently. To date I believe all the road calipers are threaded, but that's subject to change. On all these calipers the pin is considered part of the caliper and is re-used. If they're lost or damaged, a specific replacement has to be obtained; there is some overlap but it's not dimensioned the same across all the Shimano calipers that use threaded retention pins. If the threaded pin is lost or damaged, a bent cotter type one of appropriate length can be substituted without issue.

Neither style is subjected to braking loads in any way. The pin is a loose fit in the hole of the pads. Braking loads from the pad are entirely pushing on the lips of the caliper that the pads rest against. The pins are there solely to prevent the pads from falling out when you're not braking.