Where would they be safer?
Would the marines be able to protect the pilots better if the pilots were following the marines like the noncombatants being escorted in that video game trope?
I mean, when I was in the Navy, I worked in the Reactor Department, and so I never got to see any combat situations. One thing they did, though — and this really isn't something that only a military organization does, — was to prohibit personnel from operating equipment which they were not trained and qualified to operate.
I would venture that standard operating procedure is for the crew to remain behind and use the hull and shielding of the dropship as primary protection. The marines can do their jobs if they aren't bothered with babysitting too.
Most military expeditions are not like Star Trek: the acting–Captain and bridge crew don't go out and scout potentially dangerous situations.
Andres F. mentions that all US Marines are indoctinated to the crédo dé corps that “Every Marine is a Rifleman.” Likely the Weyland-Yutani Company Marines have a similar creed.
So, unless the pilots were lax with maintaining their proficiencies, they wouldn't've been exactly dead weight in an infantry maneuver.
Lèse majesté also makes a good point: the air wing detachments are usually distinct from any infantry squads or other personnel which they would be transporting.
Their job would most likely be to remain behind and maintain the dropship in condition ready to fly — or even to sky out if the dropzone gets too hot, with the infantry ditched until they could be retrieved.