ArcGIS pro is getting there, but having to navigate through ESRI's file browser is one of the worst experiences out there. It's hard to work with UNC paths (if there is a driver letter - makes life a pain if Pro uses a drive letter when drive letters change from user to user in the same org; no way to force UNC paths or to set up folder connections using UNC paths), the scroll bar is awful (thin/hard to click and weird), there are no quick access directories or favorites... This is probably one of the biggest barriers for me using Pro - especially when all GIS related things are 3 folders deep within the org's filing structure and scrolling through many folders is a royal pain. (The other biggest barrier is all the unnecessary bloat data created with each project folder - ESRI should seriously consider making an MXD style file for Pro where you don't need to create a gdb and toolbox for each map).
Also we need global folder connections like we have in ArcMap catalog (catalog for pro would be nice) that persist through new projects and is tied to the user. It is so annoying to have to reconnect to the folder with all our data all the time, or else use the file browse dialog to navigate to the data folder from the root directories.