OK, I can understand your confusion about fret/scroll saws. It's largely a matter of time (years) and place (country).
Back in "the good old days" (say up 'til about the 1940s) and in England, there was a very popular hobby called Fret Sawing. Some companies, especially a company called Hobbies Ltd (still around today) specialised in selling "Fretsawing kits". They ranged from pretty cheap to quite expensive. But basically what you got was a little triangular "thingy" (a sawing base actually) plus a small G cramp to clamp it to the table. You cut your parts out by hand on that triangular thingy. The kit also included a saw - a hand saw of course - which basically looks like a slightly smaller version of a "Jeweller's" or "Piercing" saw. In other words a slightly "springy" frame with a "blade" tensioned into it.
According to the price of the kit, you also got some patterns (to put onto the wood - usually by carbon paper in those days!); plus usually but not always some thin ply; and again according to price you MAY have got some thin hardwoods in the kit too.
AND, for the really rich kids (and their dad's) Hobbies (amongst other firms) produced fretsaw "machines" - which in 99% of cases were powered by your own feet treadalling - a bit like an old-fashioned sewing machine.
But what those machines actually did was exactly the same as the hand fret saw did - move the blade vertically up and down, cutting on the down stroke.
Over in the US of A, the terminology differed a bit, and although quite similar to our own history above, what we called fret sawing they often (but not always) called "Scroll Sawing". Also being a much bigger market in the US, over there some enterprising companies brought out electrically-powered versions of the above mainly treadle-powered machines. They seemed to be called Scroll Saws right from the start, and although I believe originally the term "scroll saw" was mainly a US-only name, that name has very much crept over here.
For example, if you want to look up more info, such as "how to's" etc, Google "Fret Saws/ing" and you won't find much except the kind of hand-cutting I described above. But Google "Scroll Saws/ing" and you'll get hundreds of hits, mostly US sites. And very good too, some of them.
So, in short, "Fret Saws/ing" and "Scroll Saws/ing" are pretty much exactly the same thing - with the EXCEPTION that these days, and on both sides of the Atlantic, the term "Fret Saws/ing" is now taken to mean pretty much ONLY the sorts of patterns with lots of "curly-wurlies", inside cut outs, etc, etc, - i.e. mainly decorative work like letter racks, toast racks, etc, etc.
Whereas the term "Scroll Saw/ing" can mean - amongst MANY other things - Intarsia (pictures); Outlines; bowls; candle holders; ornaments; Christmas Tree decorations; and about a million other things I can't bring to mind off hand.
So again, in short, your Draper 16 inch FRETSAW is actually, to most people these days, and on both sides of the Atlantic, actually a Scroll Saw - they're just using the "old English" name!
About pin end blades, you're right, the sizes, cuts, and TPIs available in the Pinned Blades ranges is generally more limited than with plain ("pinless") blades. And except for the cheapo blades, with the good brands like Pegas you'll find that their Pinned Blades are generally more expensive than their more-or-less equivalent pinless blades.
HOWEVER, you CAN use pinned blades for a lot of general scroll saw work, and it's really only when you're doing work with a lot of fancy scrolls and cut-outs - we're back to "fretwork", sorry! - that you'll really appreciate the pinless blades. You can drill the holes to thread the blade ends through a LOT smaller than if using pinned blades, AND you'll find threading the pinless blades through the holes a lot easier/quicker/less frustrating.
HTH.