They do, you need to import it together with the startmenu layout.
After exporting, rename it to .bin and import it as admin on the machine: (while being in that directory)
Import-StartLayout -MountPath $env:systemdrive\ -LayoutPath "StartLayout.bin"
All new users will get the pinned icons, make sure they are installed before logging in.
Piece of the XML file I used: (this needs to be pasted before the last row in your start menu layout configuration)
<CustomTaskbarLayoutCollection PinListPlacement="Replace">
<defaultlayout:TaskbarLayout>
<taskbar:TaskbarPinList>
<taskbar:DesktopApp DesktopApplicationLinkPath="%APPDATA%\Microsoft\Windows\Start Menu\Programs\System Tools\File Explorer.lnk" />
<taskbar:DesktopApp DesktopApplicationLinkPath="%ALLUSERSPROFILE%\Microsoft\Windows\Start Menu\Programs\Outlook 2016.lnk" />
</taskbar:TaskbarPinList>
</defaultlayout:TaskbarLayout>
</CustomTaskbarLayoutCollection>