After pinning the branches, have you used Settings > Set Lister Defaults (or "Set as Default Lister" with older toolbars) to save the change?
Saving may also happen automatically when the window is closed, depending on config, but doing an explicit save will work without having to close the window and whether or not auto-saving is turned on.
(Pinned branches aren't a global thing, so that you can have layouts that have different branches pinned in them, depending on what you're working on. They can also be saved as presets that can be loaded into the tree as needed.)