I don't have access to C2 atm but the reason a pinned object is lagging behind the object it's pinned to is a order issue. Generally you don't have much control over it. You could try to change the order of the behaviors in the object. As I recall the pin behavior is run after the other behaviors so rearranging may not do anything.
Anyways my solution of choice would be to position objects with events instead of using the pin behavior. This gives you full control of what happens. There are a few ways to do this. This simplest is to add imagepoints on the parent object that you'd position the child objects to. Another is to store the X,y or angle,distance offsets from the parent object.