It works for me, too, just like in CeeDee's screenshot... when the Opera icon is there. But every so often (maybe once a month?), Opera gets unpinned from my taskbar.
I wondered whether it could be happening when Opera updates itself, but I don't think that's it. Opera just updated itself from version 56.0.3051.116 to version 57.0.3098.76 without unpinning itself. So it doesn't happen with every update, anyhow.
It's not a big problem. I just go to the start menu, find it, and re-pin it to the taskbar.
But my other browsers don't do that. I have seven browsers pinned to my taskbar, and the only one that keeps going away is Opera.
(This is Windows 10 Home, 64-bit.)