How is not using something you already paid for being a cheapskate?

You should have used the fancy link. Or tossed it in your seatbag with the chain tool, just in case...

I use the supplied masterlink when replacing a chain -- to not do so when it is clearly stated in the installation instructions is not best shop practice...

Having said that, I just installed a 9sp chain like you did on a friend's bike because he didn't have a masterlink and said he'd been doing in that way for some time. He's a messenger, puts huge miles on his bike, and has not had issues. So maybe not pushed in all the way?

If you have a masterlink, why would you not use it...? Quicker, easier, makes chain removal a literal snap...