My thoughts exactly. You almost need pin-nosed pliers to get the pins out. Yes they were grimy aswell... Doesn't make a lot of sense at all.
The brakes worked fine yesterday, as they have for about a thousand miles since I changed the pads. Then all of a sudden they've fallen off! Bit of a wtf moment it was!

As you say, even without the pins they shouldn't fall out, so I guess the despicable perpetrator managed to take one off and left the other dangling. Can't think of another explanation without getting into UFO territory!

I use the same brakes (Avid SD7) and pads on both my commuter and touring bikes and can assure you they were properly installed