The Vin pin is NOT "DIRECTLY CONNECTED to the external power supply", or at least is NOT at the same voltage. This is obvious from direct experimentation with a wall wart with regulated (yes, regulated) voltage, this one at 1A capacity. Measuring the voltage from the wall wart open circuit on my newer model Fluke, it is almost a FULL ONE VOLT HIGHER than the voltage on the 'Vin' pin with the wall wart plugged directly into the Uno R3's coax power input jack. On the other hand, when I strip the wires on the end of the wall wart cable and plug them into Vin, the voltage then measured at Vin is within .01 volts of the OC voltage from the wall wart.
Quite obviously, there is some circuitry on the Uno (R3) that is loading down the supply when the coax jack is used, quite considerably in fact. Ergo, the 'Vin' pin is NOT cleanly connected to the supply. It is NOT THE SAME VOLTAGE AT ALL, or at least not dependably.
One must conclude that plugging in a wall wart to the coax jack, then attempting to draw real power (more than a few ma) from Vin is hazardous to the health of the Uno.
So much for the idea that they are the same point in the circuit.