This is the type of thing that if you have to ask, you already know the correct answer.
Even if you were diving a drysuit with a dryglove system...what if your glove gets punctured or torn? What if your dryglove system springs a leak?
There is very high risk of infection with a pin protruding not only from the end of your finger, but implanted in the bone as well. Its not just a "do you care about your finger or not" type question....its a "do you care about your finger, hand, arm, etc?" type question, as a bone infection can get serious very quickly and can be very hard to abate.
Then there is the possibly pain factor. You mentioned that "keeping the pin dry is easy"...any thing you do to seal your finger brings with it the possibility of a "squeeze" as you descend. Are you aware of how much, if any, pain that will cause?
Will you be able to respond in case of an emergency? If your dive partner has an issue will you have full use of your hand? what if you bump the broken finger or pin while handling an emergency...will you become part of the problem and make the issue worse?
If you choose to dive with your injury, be sure to let us know how it goes, or leave instructions for someone else to let us know....we can all use a humorous read about how a diver stupidly lost their finger/hand/arm/life.
-Z