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What are the pros and cons of each? Reasons for Martin's use of each and timelines?

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Good judgement comes from experience. Experience comes from poor judgement.

It's possible to make a cut through with a saw and small chisel. No router needed, which is likely why they're seen in older guitars. On the down side, they must be glued in.

I have no idea of any possible sonic differences.

I don't see why you would have to glue it in. I've built many classical guitars and a few steel string guitars with bridges like this and never glued in the saddle. But I do have an old Manuel Contreras guitar where the saddle is actually finished in which will make it a PIA if it ever needs repair. Though that guitar is over 50 years old.

I guess that's true, it's just traditionally they were glued in - on SS anyway. Seems like without glue they'd have a greater chance of cracking the front part of the bridge off? Routed saddle slots are inherently more reinforced by the wood around the saddle.

No question that drop in is better for the long term strength. Wouldn't use anything else.

Some folks like the look and tradition of the through saddle. Some say that glued in through saddles produce an enhanced sound. I use the drop it exclusively mainly because I think it is stronger. John Arnold, John Hall or Mario Proulx are good sources of info re: benefits and timelines. Another good source is the Unofficial Martin Guitar Forum.
Tom

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A person who has never made a mistake has never made anything!!!

I've heard the cut in style is harder to make and thus more "craftsman like". They do look cool. And the idea they're made neatly by hand is impressive to many I'm sure. Haven't tried one yet but I used to think they'd be easier. Doing anything with perfect precision and a hand saw requires time earned hand skills.

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"Preoccupation with an effect gives it power and enhances the error"
from "Your Owner's Manual" by Burt Hotchkiss.

Here is a link that explains the history
http://earlymartin.com/saddles.html

the through saddle was made with a special saw. Yes it does have to be glued in for strength. If you don't expect the bridge to split. The were after the war and then Martin went to the drop. I am not sure the period when they stopped but in fact the drop in was done in the 1800's I have a 1856 Martin and it has a drop in but there are wings on the saddle that fit over the slot to appear like a through.
Martin also did a drop in through saddle. I prefer the drop in for stability and ease of saddle adjustment.

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John Hall
blues creek guitars
Authorized CF Martin Repair
Co President of ASIA
You Don't know what you don't know until you know it