@matiasmovie You can if you check the option in settings to "close as other tabs" under pinned tabs section. Otherwise, "Don't close pinned tabs" is meant to be what it says - pinning is supposed to prevent a tab being closed. That was the original concept and purpose of tab pinning.
@pesala I edited my previous post. Based on your answer it didn't seem to be clear enough. The right click would be a right click anywhere on the tile you want to close (no need to go on the tab bar of course - otherwise it wouldn't have any added value)
Edit : and added a new screenshot on the original post
@losers With Command Chains, we can now create a chain to Pin/Unpin a Tab, then close it. Then add the command chain to the Tab menu using Settings, Appearance, Menu Customisation.
If executed by mistake on an unpinned tab, it will pin the tab without closing it. Experiment with the command chain to see if you can make it behave as you want.
Close Pinned Tabs.png
I changed it slightly to Close / Pin Tab and removed Pin Tab from the Tab Context menu.
If the tab is not pinned, the command chain will pin it
If the tab is already pinned, the Unpin Tab item appears above the Close / Pin Tab item on the menu.
Close or Unpin Tab.png
Close Pin Tab Command Chain.png