Good that you got the moment reaction at the fixed support. That is how the equilibrium equations work. Yes you are thinking right, with inclined surface there is a force in two directions, Like a block sliding on a wedge, for low frictional coefficient, it will move wedge too. But again that's for single point contact. If there are two point of contacts, what do you think it will do to the wedge ?
Instead of pushing it, it will try to topple it with a moment. And then this moment is countered by the fixed support in your case. (This is for low friction case, in your case, the friction is sufficient to hold on to the pin)
I am glad adding color pallet and scaling the result helped you to determine if there is deflection in conical pin or not. Kindly share results if possible.
Are you trying out these mesh methods for conical pin or the special shaped shaft ? Kindly elaborate on what exactly do you wish to do here, unless you got the desired results.