In almost every other application I can think of, the process is to start the application, and start working on the project/document/whatever. Once you hit Save or Save As, the project/document/whatever is created and saved to disk.
ArcGIS Pro requires you to create the project up-front, before you've done anything else. As a consequence, when I start a new ArcGIS Pro session I'm confronted with MyProject12, MyProject11, MyProject10, etc. Most of these are probably empty.
I can't think of any advantages to forcing us to create and name a project before we've actually done anything. Am I missing something?