Are these the headless screws ( studs ) that thread into the valve cover?

If so, these are more or less to hold the coil in place while yo install the coil cover. They also provide a ground path for the coil laminations, while this ground path isn't needed to run the engine, not having it might contribute to radio noise. These studs don't get removed when pulling coils.

Also, you still might have a bad coil. New spark plugs have a lower firing voltage requirement and this can mask a coil that is arcing over internally. For example, if a failing coil has a flash over voltage of 30 KV and flash over voltage of the spark plugs is lower, the cylinder won't miss fire. As the plugs wear, gap increases, voltage requirement increases, coil flashes over.