When I have pinned tabs and then open a new window or instance of Brave (ctr+n) the tabs are pinned on that window to.
That’s the current behavior where pinned tab appear on all windows. But there’s a request logged for option to onty have tab on single window. Added your +1 and you can track the progress here:
Duplicate of Pinned tabs should stay in the window they were pinned in. Please continue the discussion on that thread.