I get it now. You mean "add the child thoughts of a tag (i.e., all thoughts with that tag) to selection". Your suggestion is really for two new controls to be built in to PB, one named "Tag all pinned thoughts", and the other "Pin selected thoughts".
Behind this all is your desire to manage "Pins and even different pins-sets". Take away the word "pins" and we have collections of thoughts that have been "bookmarked" in some way for quick retrieval. I guess you would like to be able to replace all currently pinned thoughts with a completely new set, collected under another tag.
While I appreciate your suggestion, the practicalities are:
1) There is only one selection box, which means that everything has to be done through it. If it already contains some thoughts and you suddenly want to shift a collection of pins through it (assuming this were possible), you would have to empty its contents first, then add to it the thoughts you want to pin, pin them, then restore its original contents.
2)The pinned thoughts bar can realistically hold only a few thoughts as they are arranged end to end, not in a vertical list which is more compact. The more thoughts you pin and the longer their names, the greater the risk of overflowing the end of the bar, with the need to scroll just to see them.
I like Dryopithecus' suggestion of having multiple selection boxes, which might fix both issues provided one could deal with individual thoughts within a selection box. Currently, right-clicking any thought in the selection box opens a menu that applies to all members of that box. Surely it would not be too difficult to reprogram PB so that pressing down Shift or Ctrl while right-clicking a thought in the selection box opens a menu specific to that thought, similar to the usual thought context menu, including commands such as "Pin thought". Five extra selection boxes that could be swapped in and out of the current selection box should be enough to store "bookmarked" thoughts.
Currently the best solution seems to be to permanently pin a few "favorites" tags, each holding a collection of favorite (bookmarked) thoughts of one kind or another. The problem with this is by activating them they replace the active thought you were working on, so you continually need to go back each time you finish. On the other hand, swapping selection boxes in and out would not disturb the plex.