Set oven rack about 6 inches from the heat source and preheat the oven's broiler.
Spread corn and pineapple onto a baking sheet.
Broil corn and pineapple in the preheated oven until lightly browned, 2 to 4 minutes.
Remove from oven.
Heat olive oil in a skillet over medium heat; cook and stir onion, mushrooms, yellow bell pepper, garlic, chili powder, oregano, cumin, salt, and pepper in the hot oil until vegetables are softened, 10 to 15 minutes.
Mix vegetable broth, tomatoes, pumpkin, black beans, coconut milk, cilantro, onion mixture, and roasted pineapple-corn mixture in a large pot; bring to a boil. Reduce heat and simmer until soup is heated through and flavors have blended, 10 to 15 minutes.