Add "Add New Database Connection" to New Menu outside project

[RobClark3]

We consolidate our database connection files in one location to protect them as we have many db's and many schema's.  It's great in 2.3 to now be able to work with a db connection file outside the project folder but we still can't create one.  We can of course just copy from our app data folder but it shouldn't be that hard for Esri to add a shortcut to this context menu and save us a little bit of time like we can in ArcMap?