This is intended functionality; the idea of a topic being pinned is to make sure that people will see it - once they’ve done so, there’s little reason for them to read it again - and thus, little reason for the topic to remain pinned for that particular person.
You can change this functionality by doing the following;
- Click on your avatar in the top-right corner.
- Click on your account name.
- Switch to the Preferences tab.
- Open the Interface section.
- Toggle whether Automatically unpin topics when I reach the bottom is ticked.