As usual, I am late but I used to feed through unless there were more than 2 conductors per phase on the device. In other words, 2 black or white. I have seen where guys would install 3 or more black wires in the device and then try to push that receptacle back into the box.
That was tough to do IMHO, That would be the big reason to "pigtail" the device. It is easier to push the 2 wires than 6 or 8 wires.
