I had some alignment issues when I removed the pin as well. I have to go back to the shop 3 times because the car was pulling to one side.
Eventually, the shop got it right by having me sit in the car and hold the steering wheel straight while they were doing the alignment. Good luck.
Current: 2016 F80 M3 SO | AB XT1 | ZCP | etc.
Previous: 2009 E90 M3