The documentation states that pinned tabs are different than normal tabs by "not having a close button so you can't accidentally close them".
A lot of users are used to ctrl/cmd + w shortcut to close a tab. This same shortcut is valid for all tabs for all other browsers, as well as for "normal" tabs in Firefox. It'd be good to have the option to enable this shortcut for pinned tabs as well.
Strange, but pinned tabs cannot be closed with Ctrl+W, please change this disgrace