Is there any reason why we shouldn't set the status to payment_pending for non 3ds orders?
There are no reasons why we should not set the status to payment_pending for non 3ds orders, however it was set for 3ds orders because, the plugin does not get any response in case the payment was abandoned on the 3ds page. In this case, by setting order status to payment_pending will allow the cron task can change the order status to cancelled.
Concerning non 3ds orders, we do get response(success or error) and webhooks and we can change the status accordingly