This suggestion to "pin" files by right clicking between folders is nothing more than a placebo. Clearly the files are not stored locally because it still takes 1-2 seconds for the file to open after it is clicked.
In addition, when a file is deleted, it no longer ends up in the local recycle bin. You have to log in to OneDrive on the web and use Microsoft's recycle bin.
In a world where it is common for people work remotely (and sometimes not connected to the internet), not permitting local storage is absurd. There is simply no valid reason to not allow people to store all of their files locally, nor is there any technical limitation that prevents this. None. Same with forcing people to use Microsoft's recycle bin.
This is beyond bad, it has made OneDrive unusable to the point where I have to migrate to a different provider. I need to be able to work, and that means on an airplane and other places where there is no internet access.
The persons who made this decision and implemented these changes need to be fired immediately, and then Microsoft needs to restore the broken functionality using competent engineers who understand how the world works.