I think Pinned posts do stay pinned at the top of your main feed, although I think there are actually a couple of different types of pins that admins can use that behave differently - a community pin and a sitewide pin - and because of all the traffic they've been making use of the sitewide pins more often than they probably would otherwise.
Do you know which sorting method you're using on the main feed? I've found that "activity" sort tends to keep the same few posts at the top (under the pins) because active threads tend to stay active for a while, so they keep getting bumped to the top. I've had more success seeing a variety of posts with the "hot" sort which uses post time and vote score to order posts. There's some more info about how the different sort methods work here.
If you're finding that your main feed keeps resetting to a different sort than you want, there's a default sort setting in your user settings that you may need to change. I've had issues with Jerboa not obeying that setting and just defaulting to 'activity' sort so if you're using that app that might be something to watch for.