With ArcGIS Pro 2.8 we now have the option to add data from my computer. However the option to add data from favorites is now missing. In addition I think it will be useful if "My Computer" is available in the catalog view. these changes will make the add data and catalog view more consistent with each other.
Options for add data dialog
Favorites (which was in 2.7, note this favorites should be based on the favorites in the catalog view, which is different than the favorites in Portal)
Options for working with the Catalog View.
Computer (This was added to the add dialog box, but not the Catalog View)