that little white sac is part of the hair follicle that you are pulling out; perhaps a tiny oil or sebaceous gland. it is not a pinworm. pinworms live in the colon and can attach themselves to your anal opening but not the hair on your body surface.
do pinworms attach their eggs to hair roots. if i tweeze particularly annoying body hairs i find a white sac attached to the root of hair and there is usually another hair growing out of the same root and poor but it is sometimes shorter and sometimes a different texture