Seems to be an issue with pinned icons on setups with multiple monitors. My system here in the office has 3 monitors. My main monitor is the one on the left. If I move the start menu from the center to the left on the main monitor no pinned icons seem to work, except the default ones (Search, Widgets and Desktops). They work on the other 2 monitors just fine. If I move the start menu to the center everything works fine on all 3 monitors.
Windows 11 Enterprise
Installed on 10/5/21
Experience Windows Feature Experience Pack 1000.22000.194.0