If I pin a Tab in Canary 141, when set to Default Browser, and close Edge, and reopen it, the pinned Tab remains as it should. If I then close Edge, and open a link from within Outlook or Thunderbird, the originally Pinned Tab is gone, and only the new linked URL opens.
I have also noticed this behaviour. The same happens if you right click any link and select "open in new window". The selected link opens in the new window, the pinned tabs are gone. If you then close all EdgeChrom windows and relaunch with the app icon, the pinned tabs have been lost.