These pins are supposed to stay with the engine. They did not, and that's perfectly fine. What matters is that they're both on one or the other, and that you do your best not to damage them, as they and the transmission input shaft are what holds the trans up until you bolt it to the engine..
Here I'm pointing to the alignment pins. I recommend greasing the holes that will receive the pins during assembly (so as to avoid smearing grease on stuff). Using grease helped SUBSTANTIALLY