From what I have heard, the two main scenarios in which Pitt students actually do take classes at CMU are:
(1) There is some particular advanced class CMU has that Pitt does not; and
(2) Taking a class at CMU resolves what would otherwise be a scheduling issue at Pitt.
Obviously premed classes are usually planned out so kids can take them in time to apply to med schools, and also work well as part of a plan to do a major with a lot of overlap. And I am sure that is true at Pitt.
However, for a variety of reasons premeds kids may get off that plan–they want to study abroad, they want to do some cool major without a lot of overlap with those classes, they just want to pace out those classes more than the typical four-year plan would require and they are fine taking one or more glide years, and so on.
In cases like that, CMU classes might end up playing a role. Or not. But it is one of those things that might be nice to have as an option, in case it does end up helping you do what you actually want to do.