Hello IMAyNeed,
This is due to that the pinned "Show Desktop" shortcut is using the
explorer.exe process as it's target. By default, whatever pinned item that uses the explorer.exe process that is farthest left on the taskbar (or closest to top if taskbar was moved to the side), will be the one that gets highlighted and has all opened explorer items show their thumbnail previews on.
To workaround this, you can either drag the Windows Explorer icon on the taskbar to be to the left of your "Show Desktop" icon, or you could unpin the "Show Desktop" icon and use
Quick Launch with "Show Desktop" in Quick Launch instead.
Hope this helps,
Shawn