4th Then you first close the Opera window in which the pinned tabs are available. Then you close the Opera browser where only one tab has been pulled out as a new browser window All browser windows / instances are now closed When you restart Opera, the pinned tabs are no longer there
I guess, that depends on the setting "Keep tabs from previous session".
Since the last session didn't have any pinned tabs, he probably just took it over.
Best wishes
Waldemar