In ArcMap, when using the "Add Data" tool, I can sort using name or type, which is pretty important when you have a folder with lots and lots of data in it.
In Pro 1.4.1, however, you cannot sort on anything when using the Add Data tool.
This seems like a pretty fundamental part of any software tool, and based on my limited experience with GUI development, someone would have had to do a lot of extra work to remove the sort (grid) tools from a file dialogue.