Vanilla Anaconda supports starting a Python environment in a Powershell window by running a script called conda-hook.ps1. Since ArcGIS Pro conda runs different scripts to set up its environment for ArcGIS, the Powershell Shortcut module does not install properly (nor does Miniconda Powershell Shortcut), so it looks like Esri would have to create their own version of Powershell Shortcut in the "esri" channel.
Powershell is becoming much more popular than the old Command Prompt window, and I started writing scripts to automate GIS tasks using Python with 10.x, but I can't use it with Pro 3.x yet until there is a script that does what proenv.bat and conda-hook.ps1 does in a Powershell.