I always set bank pins on my accounts (even my mules - to protect their money pouches), but I am completely shocked at how many people don't bother to set bank pins.
A good friend of mine got hacked a couple of months ago on Runescape, most likely by his ex-girlfriend which he had trusted with his password. What blew my mind was that he had almost a billion GP worth of gold/items on his account, and he hadn't bothered to set a bank pin. Without the pin, the hacker would have made off with like 20M total worth of items, as they would only have been able to access the items in his inventory and on his character.
Putting in a pin takes an extra 5-10 seconds when you first log in and want to access the bank, and in my opinion that is completely worth the extra security it adds to your account. Anybody who owns a substantial amount of wealth and doesn't have a bank pin is quite silly.