There are pinions you can slip on and solder. These help prevent the distortion caused by expansion with some pinions.
The reason they are harder to come by? People don't want to solder. That has been argued over the years, but the proof is at your dealer. If demand for such gears were there, they would have them.
Sloting plus does make pinions with a set screw. Can you use them in all applications? No. The additional space the sleeve takes limits it in some cases.
If you use the right tool properly the chances of motor damage are VERY slim. I cannot even remember if, or when any of the people I race with has ever ruined a motor due to pinion removal or installation. It happens, but very rarely.