Hi Max,
I still cant reproduce this with shapefiles. I tried a few things, through the UI with GP tools and the editor to create a shapefile, add a field and make some edits. No locking persisted.
Programmatically, create a shape file, add a field and calc values with editor callback. The shapefile wasn't added to the map during this. No locking persisted.
Programmatically, created a shapefile, added a field, added the shapefile to a new map, calc values with edit operation (callback isn't recommended here as the layer is in the map). No locking persisted.
In all three cases there are three shared resource lock files (*.sr.lock) remaining, but this is normal. They are removed when Pro exits, assuming nothing else is referencing the shape file.