I noticed this new feature some times ago but I don't know how does it work, I looked for a explaination on the wiki but I didn't find it :-X ... so ... please ? ;D
If you pin a window and hit backspace to close all windows, pinned windows will not close.
If you hit escape, IIRC it closes the last window regardless of pin.
oh ok thanks ;) I never use backspace, I couldn't guess lol :D