When pinning any menu in the properties editor it keeps all related tabs. For some reason the Object Data menu is an exception to that. Maybe there are even more?
When pinned, the Vertex Groups, Shape Keys & Face Maps tabs disappear. I see this as a bug but maybe there is some intention behind this. It's very odd to me though since pinning has the purpose of keeping certain settings visible & editable. If half of them disappear anyway, what's the point of pinning?