On piefed
They both appear stickied just fine to me. Something that is different with sticky posts on piefed is that if you sort by New, then the sticky posts are no longer at the top of the page. That is different than how lemmy does it. This has led to confusion in the past, and even has a codeberg issue about it.
On lemmy
I am guessing that federation had not yet been established between that lemmy instance when you created and stickied that initial welcome post. I just tried an experiment now where I subscribed to your community from a test lemmy instance I have and forced federation of one of the sticky posts, and it didn't come over stickied. So, there might be some weirdness there.
What you can do to try to resolve this is to unsticky it and then resticky it. That should send out the correct actions via activitypub so that the other instances know that the post should be stickied. To be on the safer side, give it a minute or two between those two actions so that you are sure the first action had been sent out fully.