Use case or problem
What “pinning” seems to mean in practice is that when links are clicked, a new window is opened. This is very useful. However, pinned windows may be accidentally closed, by clicking on the cross, or using a shortcut key. I seem to do this quite a lot, especially if I have a large number of windows open.
Introduce “proper” pinning. This would entail that you cannot close a pinned window at all. The only way to do so would be to unpin the window first.