The factory liked Nylocs better than I do. If they chose not to use one, I suspect they had good reason(s). For one thing, I'm not certain there are enough threads exposed to fully engage with the nylon insert. Nylocs sometimes back off from vibration and heat, while cotter pins are forever. Besides which, you're supposed to replace Nylocs every time they are disturbed ... do you really want to do that?
PS, on the subject of replacing Nylocs, a woman I know had the rear wheel fall off her Mazda 323. Apparently the previous mechanic didn't know to replace the Nyloc, and it worked loose. Of course she didn't notice until the wheel was laying on the pavement, which pretty well ruined the spindle. A replacement spindle cost more than she paid for the whole car! (Ok, she got the car for free, but still.)