When looking for this issue I found only very old similar bug mentioned for version 2.72: https://developer.blender.org/T42288

While testing version: 036ec5cae4f7, windows64 on different PC with Windows 10, I'm not experiencing this issue. I will try this specific version in ~10 hours back on PC from which I reported it and if I still have this issue, it means it might be specific to my PC. Therefore bug report is most likely false-positive. I will update with a comment later today.

Initially after going back to PC with windows 7 and newest build checked previously on win10 I had very weird results but after some testing in the end I know how to reproduce it repetitively. However issue seems to be very edge case and it might not be even Blender but some operating system caching.

Reproduce scenario:

1. Use zipped blender version
2. Unzip to any preferred path
3. Start blender
4. Check if right clicking on taskbar shows menu allowing to pin application (it should be)
5. Close Blender
6. Change folder name (I for example after unzipping it was always adding current date so they are sorted oldest to newest within version, so my folder got name changed to: blender-2.80.0-2019-02-12-git.d3870471edd7-windows64)
7. Start blender
8. Right clicking on taskbar icon no longer works
9. Reboot PC
10. Start Blender
11. Right clicking works again and now current name folder is the only one that allows it to function properly until next reboot

Seems like first time I start Blender after PC is started, it will work fine, but if after that I change location where Blender is located and start it again without reboot, it somehow affects this feature. Seems like OS could cache location of executable somehow and then is getting weird when the same executable is started from different location.

Ok, just got an idea to do exactly the same test with different application not installed but unzipped. Exactly the same result, so it's OS issue. false-positive confirmed.