I think pinned music isn't accessible except for the Google Music app. I believe you can download it to your PC and move it into your normal storage place where you keep your music.. But I don't think you can get it out of this app.
I would assume it is because people could pin music from the streaming service then rip it out and keep it.
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This Google music **** is crap man only thing I hate about them. ITunes has it right
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This is correct but one would argue, if I could download my music to my computer then I could still use the mp3 file how I like. Not the streaming music but the music I paid for. It's absolutely dumb that I can download the file to my computer but not to my device. If they were worried about piracy then they wouldn't let you download it anywhere.