Add the capability to list .aprx files in the Catalog Pane. Allow them to be opened from there, as you can in ArcMap.
With Pro continually 'remembering' a folder you accessed millennia ago when you want to open/save a project it would be more efficient to have favourite folders from where it is quick to get to relevant project (.aprx) files.
My scenario is that I want to open old projects in a separate instance of Pro, while working on a current job, to get symbology, titles, label formulae, etc.
Using the 'Open' process means Pro keep remembering the 'wrong' place (excluding the random locations it seems to find at a whim, on a Friday) when I try to save or open things from the main instance I'm doing the job in.
A further option would be to allow an .aprx to be dragged from Windows Explorer into an instance of Pro and have it open - as with ArcMap & a .mxd