Pinterest is a visual search engine which means that content is based on the ability for users to search for it.
This gives you the ability to tag your products from your shop, use images directly from your shop to share on Pinterest, and seem credible.
However, not necessary and many who can’t claim a website like Amazon can put their store url in the bio.
Most shop sites don’t have this capability because you don’t own Etsy which is why they give you the option to claim your account instead.