Why are some things con exclusive? Maths.
1) Distributors usually only take things which exceed certain volumes. They won't often take 100 pins, or 500 dice.
2) For every $10 you pay in the game store,
- CGL see something like $3
- distributors see something like $3
- the game store sees something like $4
So if CGL can afford to make 300 pins for $4 each, and send them to the distributor, they may not recover production costs. And if they make 3000 pins for $2 each, they may not be confident that all 3000 will sell.
But if they make 300, which they can afford, and take them with them to Origins and Gencon, they basically make money. Plus, there's a long and honorable tradition of 'fluffy' con exclusive things for just about every game company.
(this excludes the usual situation where the publisher promises to have "8th Succession War" a month before GenCon, fails, and CGL pay through the nose to have a few dozen flown in at great expense so they can actually show copies ;) )
Or something like that.