What's wrong with getting something for free if you can?
* Well, if you had just ordered them from Mouser, you would have gotten exactly what you wanted in 3 or 4 days, and not had the uncertainty and hassle of the "sample lottery" that you have now. Is it worth it?
* They're called "samples" for a reason. Heyco is not giving out "free cordgrips", they are supplying "evaluation samples". These are intended for design engineers to try out the component, see if it meets their needs, and is suitable to design into a product. Their intent is not "free stuff for DIY'rs". To me, requesting a sample with no intention of evaluating it for a larger order is a little unethical.
* Widespread "sample abuse" by DIY'rs may compell a supplier to close the "sample loophole". This will make it more difficult for design engineers with legitimate sample requests to do their jobs. To be honest, I'm surprised Heyco hasn't done it already.
* Lastly, remember that, by requesting evaluation samples, you've established a "business releationship" with Heyco. Legally, they are free to make sales calls to you, whether or not you are on the Do Not Call list. You've implicitly told them there is a chance you'll place a larger order from them. In that case, you could very likely start being pestered by the commissioned sales representative for your territory, as to how you liked the samples, when is the big production order gonna be placed, are their any other parts you might need, etc. To me, this is the biggest downside to requesting evaluation samples.