With the new version 3.1, I cannot pin the sublime_text.exe to the taskbar anymore.
In fact, if Sublime is opened via sublime_text.exe, right-clicking the icon in the taskbar does not show the context menu at all. So the application cannot be closed this way, too.
Yes, it is possible to drag and drop the exe to the taskbar, which will create a Windows shortcut automatically and puts it into the taskbar.
However, if I want to “open with …” an arbitrary file with Sublime Text then, it shows another Sublime icon in the taskbar then. One is my pinned version and the other is the instance opened to show the file.