It ArcMap, when you did a Select by Attributes, it would always keep that last query you used so that you could always go back and reuse or modify it. Arc Pro I noticed as soon as you close the Geoprocessing pane, it deletes any query you had just run.
Maybe even have a toggle to turn on save current query in history or something temporarily until you exit Pro. I know you can "Save" the query, but this is more a temporary thing in your current project rather than having to actually have a temporary query on the hard drive that you might only need to use a couple of times, but need the space on the monitor for the map and not have the Geoprocessing pane take up too much room...