From a technical standpoint (I run computer systems for a living), I don't see how adding an email address to your contact list in your email program would score you an email from them with a PIN code.
Your email address book/contact list is a feature of your email program for your convenience when sending a new email to a person. Your adding anyone to that contact list does not notify them in any way.
SOME email programs also use the contact list to know who you expect to receive email from, and therefore are less likely to filter out email from those addresses as junk email/spam. They are not perfect (addresses are easily forged), but if the concern is that such emails might get filtered, adding
vacation@registration.disneyworld.com to your contact list would help prevent that. That is why Disney recommends you add it to your contact list.
If you don't, and they send email to you, there is some chance that it could end up in your spam/junkmail folder - which you should periodically check for emails that aren't spam. Must programs have a way for you to mark them as "not spam" so it will also learn that way.
I do my own email filtering (I run my own server), and nothing from Disney is filtered - and I've never received a PIN code in email.