The thing about moving pinnned pieces is that even though it isn't really a move, it's still the wrong thing to do in the situation so Tactics Trainer does have a right to mark you down for that.
Tactics trainer

I don't agree totally. It is also the wrong thing to move a rook as a bishop, or move your opponent's pieces, but you don't get discredited in any way for that, do you?

Same as in the turn based chess games, your piece goes back to the place it originally was, if i'm not mistaken.
Problem ID: 0023240
In the puzzle above the king's pinned, and I played an illegal move, but the tactics trainer still counts it as a wrong move, although it's not really a move at all, or is it?
It does the same thing in more puzzles. I try to finish them asap for more points and by doing so I fail a lot :P