This has been marked by Kory Kramer as a Duplicate of Better auto-hide needed in ArcGIS Pro on Geoprocessing pane. Please visit that idea to up vote and comment.
The Geoprocessing Pane should be slower to close (more patient), it currently tends to close while the user is still busy setting the options correctly. It auto-hides instead of staying open.
Do not close unless a deliberate click outside the pane is detected!
This will help by saving the user repeated trips to re-open the GP Pane in order to complete a task.
It may also help in actually finishing a task, after all once the GP Pane closes a user may (erroneously, but understandably) assume that the task/calculation has been fired and will complete as intended.
So all of this preceeds a click on Run.