Hello,
I think there may be a misunderstanding about what "signing out" means in Windows.
Based on the behavior you described, it is actually working as expected and matches Microsoft's definition of signing out. Signing out ends the current Windows session for that user account. When you enter your PIN again, you sign back in to the same Windows user account, but it starts a new session.
Can you clarify what you're trying to accomplish? Are you looking to remove or disconnect your Microsoft account from this Windows user account instead?