One used to occasionally share an office with a very senior P1 chappie, who said loss of pension was very rarely heard of, and never in his experience (which was the conversation at the time) for FTKZ* offences.
Although I did know one chap who was servicing the wife of a subordinate ('twas a "love job"; they eventually married) when he was about 37 and 6 months. Realised he'd be binned, but thought he'd be "allowed" to go at his 38 point, or that the paperwork would take at least that long.
Not so - never seen admin work so fast: net result he was sacked at about 37 and 10 months - ergo no pension.
* an amusing Americanism I picked up somewhere =
Failure
To
Keep
Zippered!