Platinum project open. Steven Slate Drums 4 loaded. GUI open - unpinned. Close GUI window, save. Close and reopen project - SSD GUI is sitting in lower left corner of project. Maximize the GUI to see it's now pinned. WTH with all these weird things happening...
 
https://www.dropbox.com/s/q9gywnlhesgtwt4/Project%20saved%20unpinned%20and%20window%20closed.jpg?dl=0
 
https://www.dropbox.com/s/t2fixf2u331flw4/Reopen%20SSD%20pinned.jpg?dl=0

Its not clear what specifically you are referring to as a problem. Do you have recycle plugin windows disabled?
If so its normal for windows to appear pinned when you open them. The pin icon means that the window will stay when you open another another plugin window. Unpinning and closing won't change that behavior since unpinning doesn't persist once you close the window.
 
Here is the help for plugin window recycling

Noel, I like the plugin-recycling. It's a nice touch.