Was wanting a sunroof on mine also, but the dealer stated that Honda was going for a top saftey rating on the Pilot for SUV's, thus no sunroof.
I'm afraid that is just salesperson BS. The only items that are rated for safety by recognized agencies are front and side impact, along with a static calculation of rollover resistance. None of those are affected by the presence or lack of a sunroof.
The MDX has a moonroof, and it has top scores in the IIHS offset frontal crash test, NHTSA side-impact test, and the NHTSA rollover resistance rating (for an SUV). NHTSA hasn't given it the full-frontal crash test yet but supposedly it'll get top scores there too (according to Honda).
Unfortunately, I think the real reasons the Pilot doesn't have a moonroof are 1) to help the DVD option fit; 2) reduce the cost of the Pilot; and 3) to provide for more differentiation between the MDX and the Pilot.
I'll bet that once Acura upgrades the MDX, they'll release a Pilot with a moonroof.