Specific to 9mm guns:
The hammer pin is the one that typically takes the brunt of energy, as the extra weight and recoil impulse of the bolt transfers excessive energy to the hammer pin when re-cocking the hammer. The original 9mm Colt bolts contacted the hammer further down closer to the pin, supposedly as a way of delaying the bolt opening due to the increased energy needed to leverage the hammer. The real fix is a redesigned bolt ramp that changes the contact position on the hammer, thus reducing the torque on the pin...however another way of coping with it is supposedly KNS pins.
By connecting the two pins, the idea is that you're spreading that energy across two pins instead of one...thus, less energy per-pin which reduces the chance of the pin breaking, as well as less chance of the pin holes deforming.
I don't know if the idea has ever been properly tested, since KNS pins came out after the change of using properly ramped bolts.