Forget the paperwork, especially since you said all it says is "whenever prompted"; it doesn't say when you will be prompted for that PIN, or that the only thing you will ever be prompted for is that PIN, does it?

What do you actually get asked when you use that debit card pump-side (not cashier-side) at a self-service gas station in the US? Zip code or PIN? (You don't actually need to buy gas to do this experiment; it asks for the zip code before you pump the gas, and that point you can hit Cancel if you didn't actually want to buy gas with that card, and start over with a card that earns big points for gas purchases or whatever.)