its easier for everyone to just have your ano guy tape the pin off, it may have a slight blemish around it but its never seen when installed on a marker...
I agree, it's entirely up to you. However a custom valve would look pretty cool.
The only concern I know of would be removing the steel
Its your valve, do with as you please.
With that, if you part the gun or need money, a anno'd matched valve is going to be less than a regular