Workaround:
So I needed to correct an autocad generated shapefile coordinate reference system. The CRS defined was not correct and I didn't know what it was supposed to be until I troubleshoot a bit. I used to use "clear" projection or "define projection" and then set it to "None". Couldn't do it in ArcGIS Pro anywhere.
So I created a shapefile in ArcGIS pro - and didn't assign any CRS. Then I saved "unknown" projection as a favorite. Then I ran "Define Projection" on the one I needed to have cleared and set it to the other shapefile projection.
Ran successfully. Shapefile has no projection.
Alternatively I guess I could have just deleted the .prj from the shapefile.
Regardless, Project/Map interface would NOT clear or reset to unknown by any means. Please bring this option back. It really does help when trying to compare two shapefiles without a known transformation.
I guess I will use Global Mapper for that workaround.
(Be careful, ESRI. Global Mapper rocks on imagery and is a heck of alot cheaper!)