On Windows 11 there is a new Efficiency Mode that lowers the priority of the ArcGISPro.exe in Task Manager. This reduces performance and may cause Pro to Hang on Exit.
To fix this issue I updated the degraded performance for ArcGISPro.exe I update the ArcGIS Pro shortcut Target to:
"C:\Program Files\ArcGIS\Pro\bin\ArcGISPro.exe" --disable-features=UseEcoQoSForBackgroundProcess
This same pattern appears to work for a shortcut for to ANY .exe (e.g., works for your Chrome and Edge shortcuts).