In ArcGIS Pro 2.0 the save dialog boxes and similar (and in some cases the folder trees in a catalog pane) don't support the right-click > new > whatever function.
For example, in Pro I would like to save a layer file. If it is the first layer file for this project I may not have a "layers" folder yet. So I right-click the feature in the TOC and save as layer file. The save dialog box opens and I right-click to "make new folder". Nothing happens. This means I either have to go into windows explorer and make a new folder prior to saving or reorganise my files after the fact. A catalog pane will allow me to make new files with a right click on a gdb but I can't make a new shapefile in a folder nor make a subfolder within a connected folder.
This seems like very basic functionality that is missing... or am I missing something?