I think it's a bug - else it's a massive ache.
According to QA-Mitch at Frontier it is by design and working as intended:
https://forums.frontier.co.uk/showthread.php/409036-Pinned-Blueprints-vanish
QA-Mitch said:Hey Sinister Hedgehog,
Sorry for the frustration caused by this.
I've passed your details on and found that due to technical limitations this is working as intended.
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