It is not really an issue. A few have had their bags jump off after hitting a bump, but there are many more that you never hear from that have had no issues at all.
Statistically correct. Probably less than 10 of us have had a saddlebag come off when properly fastened. Over 10K bikes sold. Odd are less than 1 in 1000 that you will lose a bag. A new bag is only about $700, while a set of pins can cost up to $7. Pinning the bags costs 1/100th of the cost of the bag, so the prevention is 10 times the cost of the statistical loss. Since I actually had one come off, but was able to recover it, the $7 seemed to be something I could live with.
The heat issue seems to come down to 3 things (affecting maybe 10-20% of riders (wild guess on the %'s)): 1 - misadjusted foam insulation under the fairings, 2 - riders wearing thin pants or shorts, 3 - some riders are more heat-sensitive than others. Additional insulation under the glove box and/or foam blocking the rear fairing outlets seem to solve the problem for those who still have a problem with the heat.