Having been a type 1 diabetic for 30 years now and tried all different kinds of pens, I still do not find them reliable. With a syringe you can see that you've emptied it and know for sure that you were delivered the right dose. I went back to the pen recently because my pharmacist said that my syringes were no longer available and I've been running higher blood sugars than before.
You overlook one potential source of bias here. Due to the limited amount on insulin that can be injected at once via pen, patients using higher quantities of insulin are much more likely to use vials than pens.