A bug. Should be fixed on in one of the next versions.
There’s a request for that, and I agree it’s sorely needed. On most Sailfish devices until now, there was not that much RAM and so most things you’d pin would be quickly killed by the OOM (out-of-memory) process, but on the new phone there’s more than enough RAM for such a function to exist. And it shouldn’t be difficult to implement because everything is already there: you can already change the order of the covers, so making some covers ‘pinned’, ‘sticky’, or whatever, shouldn’t be much extra work.
?