To contribute to this discussion, and to the confusion caused by this "feature": yes, indeed, you can close the main notes window, after "pinning" one or more separate notes, but you cannot open it anymore. When you click the notes app, only the then open pinned notes will become active. You have to close all your pinned notes first, if you want to re-open the main notes window in order to create a new note, or to open another one.
This is very annoying indeed.
In addition, when you pin a note, close the main window, then close the pinned notes in order to re-open the main notes window, you may will find your previously pinned notes in double, or even triplicate when you select to view "All Notes". As it turns out, the previously "pinned" notes are now appearing both in their original folder (in my case in iCloud), and in the "recovered items" folder under "On My Mac".