Is it possible they have hit the 'P' key at some point? This key toggles the Pin on/off.
Nope, they definitely didn't. In that case the Pin travels to the Playback head and dims. I'll watch out for this erratic behavior and will try find the circumstance to reproduce it.
I believe that's a feature. Does the Pin button still show in the activated state when this happens? If so, then it's this feature:
The Pin when activated is locked to the current playhead position. If you play the timeline, the playhead will of course move from left to right. You probably wouldn't want the Pin to remain offset to the playhead at all times whenever play is initiated (thus changing where the Pin is), so we save the initial position of the playhead when the Pin is activated and you play the timeline.
You can get back to the initial playhead position (and re-display the Pin) by clicking the Return To Last Play Position button, to the right of the Go To End button, in the timeline transport - or by pressing Enter/Return on your keyboard.