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Pin: You can give your opponent the pinned condition (see Appendix 2). Despite pinning your opponent, you still only have the grappled condition, but you lose your Dexterity bonus to AC.
While pinning someome, I get -4 Dex penalty (grappled condition) and lose Dex bonus to AC.
If my Dex is 18, then my CMD get +2 Dex bonus (14 Dex) while grappling someone, and I get +0 bonus while pinning someone. Which means the pinned target can break free easier (compared to being grappled).
Just to be sure my understanding is correct based on RAW.
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If you are the one who initiated the grapple:
Grappled creatures cannot move and take a –4 penalty to Dexterity. A grappled creature takes a –2 penalty on all attack rolls and combat maneuver checks, except those made to grapple or escape a grapple.
you have a -4 to your Dex, which equates to a -2 on your CMD.
Once you pin your opponent
Despite pinning your opponent, you still only have the grappled condition, but you lose your Dexterity bonus to AC.
and
Any penalties to a creature’s AC also apply to its CMD.
You would take a -4 penalty to your Dex (taking you down to 14) and then lose your Dex bonus completely (taking you down to 10 Dex) for a total of -4 to your CMD. Meanwhile the opponent you pinned doesn't take any additional penalties to CMB over being grappled while attempting to break the grapple.
So yes, you are correct for your case. If you had 14 or less Dex there's no difference.
Of course the real benefit of pinning someone is limiting their actions. If you grapple a monk he might decide to spend his turn giving you a flurry of blows instead of attempting to break the grapple. But once he's pinned the only option is to try to escape.