In ArcMap there is an Option not to remember the last Add Data location as it may take some time to open if the folder contains many large files (e.g. rasters) and an enduser might think that ArcMap is failing. The below thread details where to make this configuration change:
I was wondering if a similar implementation has been setup for Pro as I have searched the Options and I cannot locate a similar configuration. Am I looking in the wrong place or has this functionality not been implemented in Pro?