When you try to rotate something that is pinned, Revit let's you setup a new pivot point and enter a rotation angle before actually notifying you that the object selected cannot be rotated because it is pinned.
Revit is very good at greying out things - so why not disallow commands that won't work anyway because of restrictions as the one described? You can always recolour a command if the user chooses to select more objects of which some can be affected by the command. In these cases the app could come up with remarks like 'some of the elements selected could not be rotated because they were pinned'.