To ~Sun Captain Radiant~: So, here is the question then: Are you not more likely to take cover from heavier fire, or if one of your squad-mates is wounded, or if you're in a place where you could more easily take cover? This is how I see pinning, the squad is taking cover, not necessarily because they are afraid or "shell-shocked." This fits into what you had said about threats that you even know the point of origin for. You yourself said that you might take cover, return fire or fall back, depending on the situation. And would you not be more likely to take cover from a tank than from an HMG than from an assault rifle firing at you?
Also, to the people saying that adding in Fantasy-esque modifiers and rules would make 40,000 too complex, Fantasy is really not that complex. Also, these modifiers are very easy to calculate, seeing as they only involve simple addition and subtraction.