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Just to be clear, this is a sign-in PIN for just your user account rather than a BitLocker PIN that would be required to start the entire system, correct? If so, then as you observe, the sign-in PIN only affects getting from the Windows lock screen into your specific user account -- but by the time the lock screen appears, your system has obviously already booted into Windows 10. By comparison, the Reflect Rescue environment is an option to boot effectively an entirely different OS and therefore appears before Windows 10 even starts to load (and therefore well before the lock screen), so a PIN on your specific user account within your Windows 10 environment would be completely unrelated to the boot menu option. I suspect something unrelated happened around the same time you set a PIN that affected the boot menu options.
Open the System Configuration application in Windows 10 (aka "msconfig"), go to the Boot tab, and make sure you see the Rescue environment listed as an option there. If so, make sure the timeout period is something other than 0. If you don't see the Rescue option at all, close the application, go into Reflect, enable the boot menu recovery option, and reopen System Configuration to verify it's now there. If you STILL don't see it, somebody else had this issue and found that their anti-virus was preventing Reflect from adding an alternate boot option, so if you're running any third-party AV, close System Information, disable it, and try agian.