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, carrot, garlic, chili powder, oregano, cumin, salt, and pepper in the hot oil until softened, 10 to 15 minutes.
Combine roasted corn-pineapple mixture, onion mixture, vegetable broth, tomatoes, pumpkin puree, black beans, coconut milk, and cilantro in a large pot; bring to a boil. Reduce heat and simmer until flavors have blended, 10 to 15 minutes. Garnish each serving with Cheddar cheese.