See that the pin icon is upside-down?
Pinned topics are “unpinned” by default when a user has read it, or if they have clicked the pin icon. Then, they go down naturally as new topics/replies appear in the categories over time.
Next, featured topics are topics with the most recent replies for each category. Pinned topics with an upside-down icon won’t appear in the featured topics unless they have new replies or aren’t already read.
Click on the pin icon of your topic to make it unread, and go again to the category page with featured topics. Your pinned topic should appear first.
You’ll find more info about the featured topics here:
I reproduced your issue. I posted on a (upside-down) pinned topic and you’re right: the topic doesn’t appear in the featured topics despite having the most recent message.
I suppose this is either a bug, or intended but counterintuitive.