How to mark Pinned texts as Unread on iPhone?

I know how to mark my texts as Unread, just drag to the right and the "Mark as Unread" option appears. But what about Pinned threads? I have my family members' text threads pinned. So they show up as circle icons with their photos at the top of my text screen. When there are Unread texts in those threads a small blue circle exists next to their face/circle. How do I mark those Pinned threads as unread and get the blue circle back? It would seem bizarre if this isn't possible. In other words, I can mark all my less important threads as Unread, but not my most important pinned ones? Hopefully I'm just missing something.