The blade clamp system - a Hegner patent - has both functional and safety aspects.  Cheaper saws using pinned blades do not always retain the bits of broken blades which can fly about and cause eye injury when blades snap.  It is likely that the ranking of OH&S issues for scroll saws should have eye injury from dislodged bits of blade far higher than the chances of being seriously cut by the blade.  The Hegner clamps usually retain the blade fragments.