I tried that same installer (demo.exe) on several Windows 7 computers on our domain and it wouldn't pin on any of them, nor did it show the pin options on the shortcut. Interestingly enough, I tried it on Windows 8 and it worked fine. With UAC off it still did not work on Windows 7 so I'm guessing at this point it may have something to do with security software or something along those lines as that is the only common application on the tested Windows 7 computers. Even run as Administrator, it still does not work, so it's possible the security software or domain settings are preventing the creation of the pin option.
I'll have to do further testing and will let you know what I find so you can pass it along to future customers.