Pinning Products

Hopefully a quick question … I am using merchandising rules to merchandise my collections by pinning specific products based upon their appearance within a given context (query is empty; context is collections-collection-name).

I see an option to only show pinned products if they match the filtering, but is there a way to acknowledge sort order?

Example: Shop All Electric Fireplace Mantel Packages – Electric Fireplaces Direct
Change Sort by to “$ Low to High” should resort the product.

Today, this is not working and products remain pinned.