Pinned post issue

I have pinned a post, which has cover image; that's displayed on top of all the posts with cover image, that's good.

But when I publish another post with cover image, the cover image of the pinned post is gone just like the image below.

Here Ben's pinned post doesn't have cover page, so it's fine.

But in my case, my pinned post has a cover image and stopped displaying when another post is published with cover image like above.

Is this a known issue or am I missing any setting on admin config?

thanks.