I've never tried the pine pellets, but I have used different brands and types of clumping litter. If there is a specific brand of litter on sale, I'll buy it, so I have used several brands and it seems like they all have a different fragrance. My cats have always used whatever I put in there, but it wasn't a totally different kind like the pellets.
One time I had to buy the regular litter, the kind that doesn't clump and after a few days, the ammonia smell was so bad that the cats would not go in their litter box. However, I didn't blame them because the odor was horrible. I immediately went back to the clumping litter and everything was fine.
Since I have never used pine pellets, I was wondering if they have a weird odor that your cat's do not particularly like? I would think that if a cat has something to dig in and cover it up with, they shouldn't mind the consistency. So maybe it's the smell of the pine pellets that's turning them off.