Basically, even if you have an account, logging in to the site isn't enough. You can’t really save items or do anything without using Pinterest’s browser extension and doing everything through there. And this browser extension (like most browser extensions in general) can see the address and contents of every page you visit on the web, regardless of VPNs or incognito mode or HTTPs or anything like that, because it’s code that’s now built into the browser itself (which can also see all those things because that's its function).