I just read an article by a top horseman in a top horse magazine. I follow this horseman a lot, and I like his style; he's even been on my radio show once before. In his latest article I read, I actually disagreed with him on one point: accepting ear pinning while being saddled. To me that is a clear sign from the horse that he is in pain, or has experienced pain in the past, but time has not resolved the issue or there is still enough pain to warrant the ear pinning.
His point in the article was to be patient with a horse that is a "grump". This particular horse pins his ears when you walk into his stall and when you saddle him. The advice about being patient and just letting the horse pin his ears I agree with, because the horse is not trying to bite nor is he exhibiting any other aggressive behavior. The horseman has had this horse for many years and realizes this is the horse's personality. However, ignoring ear pinning during saddling is always worth investigating in my opinion. There usually is a reason behind the ear pinning (e.g., pain or fear).
If pain is involved during the saddling process it could mean that the saddle doesn't fit, or the person tacking the horse places the saddle in the wrong position (e.g., too far forward, or too far back) that causes pinching or restricts the horse's movement. It could also be a sign that the horse is overworked, has sore muscles, and knows when he's saddled that he is going to be worked really hard.
If fear is involved during the saddling process, the horse could be anticipating pain from past experiences. This is especially true if you know the following: the horse's saddle fits properly; the horse is not sore; and the horse is not overworked. Typically if no pain is involved, the ear pinning/memory of the pain should fade with time. Each horse is an individual, so this may not ring true for all horses, but generally speaking that should be the case (pain fading with time).
My suggestion is to do your investigative homework, and figure out why the horse is pinning his/her ears before you just right it off as a quirky behavior. You owe it your horse to ensure s/he is not in any pain.