Tap Share on a pin in the Pinterest app and you'll get something like https://pin.it/aXyZ123. That's not the URL of the pin itself — it's a redirect.
What's a pin.it link
pin.it is Pinterest's URL shortener. When you open one, Pinterest's server responds with a redirect to the real canonical pin page (pinterest.com/pin/<id>/). Browsers follow that redirect automatically, which is why it just works when you tap it.
Why downloaders sometimes choke on them
Many naive downloaders take the URL you paste and try to scrape it as-is. pin.it pages don't contain the pin's image — they're a thin HTML shell with a redirect. If a tool doesn't follow the redirect first, it sees no media and gives up.
Pindown handles this for you: any pin.it URL is resolved to the canonical pin before we look for media. That's why you can paste either format and it just works.
TL;DR
Both work:
https://pin.it/aXyZ123https://www.pinterest.com/pin/123456789/
If one of them fails on another tool, try the long form — but with Pindown, paste whichever is easier.