It seems the Graph API is missing the ability to pin a chatMessage in msft Teams. I do not see a property for "pinned" on this page: https://docs.microsoft.com/en-us/graph/api/resources/chatmessage?view=graph-rest-1.0#properties
One should be able to pass -
"pinned": True
in the json object for chatMessage creation and updates.
It would also make most sense to have -
"pinned": False
be the default value.