To reproduce: if you pin a calculator or a hyperlink column you will notice that the cells belonging to these columns remain white. However, the cells from other column types  have a light blue/gray fill color for pinned state. 

Workaround: 
private void RadGridView1_CellFormatting(object sender, CellFormattingEventArgs e)
{
    if (e.Column.IsPinned)
    {
        e.CellElement.BackColor = Color.FromArgb(235, 244, 252);
    }
    else
    {
        e.CellElement.ResetValue(LightVisualElement.BackColorProperty, ValueResetFlags.Local);
    }
}