Currently, the slightest mistake in FF (e.g. closing windows in the wrong order) causes the user to lose all their pinned sites. If the user notices in time they can recover these lost pins, but why should they have to, and why would a browser ever remove sites when the user is clearly indicating that they are not yet done with them? This seems extremely counter-intuitive.
Some browsers, like Safari, now ensure that your pinned tabs appear at the top of every new window. This means that as a user you can say 'I'd like to read this later' and ensure the page(s) are (i) easily available (ii) prominently visible to serve as a reminder (iii) can be saved semi-permanently without cluttering up your bookmarks (iv) can be easily added and removed as necessary without the need to hunt through saved bookarmaks.
And if a user doesn't want this behaviour? An option to override it could be provided in which FF automatically delete the pins when it opens a new window. There could be a second option where subsequent windows simply hide pins (i.e. they only ever appear in the primary window).
This feels like it gives bookmarks and pinned pages much more defined roles.
Note: I'm still struggling to think why a user would want to pin a page if they didn't want it to persist until they unpinned it, and why they would not want a pinned page to carry over into a new browser window.