Right now whatever panes you have open when you close ArcGIS Pro will open up again the next time you open Pro, regardless of the project you choose to open.
I have different projects for editing and map production. I don't need the "Element" and "Label Class" panes very often while editing, and likewise I don't need "Create Features" and "Geoprocessing" when I'm making a layout.
I'd like to see it change to saving the panes used for each project. That way I can pick up where I left of on each project, rather than having to spend time re-opening all the panes I need.