With Database Connections using ArcCatalog, one can right-click on the connection and select "Disconnect". As a Geodatabase Administrator, having the ability to explicitly disconnect the connection is useful when some type of action is needed to perform a refresh of the underlying database connection. Such as when new feature classes have been added to the geodatabase and one needs to now be able to view those new additions in the existing database connection.
The "Disconnect" operation has been in the ArcGIS Desktop software for years. A similar "Disconnect" operation is needed with Catalog in ArcGIS Pro. Currently, to refresh an existing database connection in ArcGIS Pro, one has to exit the ArcGIS Pro project and then reopen the project.