What does pinning do?

Two different pins, and the difference is who else sees it.

Pinning a conversation keeps it at the top of your list. That is yours alone — nobody else's list moves, and nobody is told.

Pinning a message marks it inside the conversation for everybody in it. That is the shared one: the address, the decision, the file everyone keeps scrolling back for.

So pin a conversation for your own convenience, and pin a message when the group needs to find something again.