You cannot set this option specifically for geoprocessing. However you can set a mapping option so that newly added layers are not visible (turned off in the Contents pane). This applied to geoprocessing as well.
Make newly added layers visible setting
Found it myself (at least in code).
await Geoprocessing.ExecuteToolAsync("management.CopyFeatures", parameters,
null, new CancelableProgressorSource(progDlg).Progressor, GPExecuteToolFlags.None)
Set GPExecuteFlags to None.
Thanks for that. It would be great if a future ArcGIS Pro included the same setting for not adding to the current map as ArcGIS.
Retrieving data ...