I don't know exactly why this is happening on the Pro 3 but I can provide a little educated speculation on the typical reasons for loud pops and crackles on audio equipment during power transients.
Pops are usually what happen when an output buffer is DC-blocked (usually because the synth has no internal negative rail and uses a midpoint voltage as the "0" output voltage). Capacitors will initially let the adjustment from true 0V to this midpoint through (that's how they work physically, you cannot change it without physically changed the circuit design) and after they are charged to this baseline value only the audio signal is passed through. A lot of equipment makes loud pops when powering on, I have had a few mixers and effects units that do this, and an older Kurzweil keyboard I used to own was notorious for this, along with a Korg. So it's not at all uncommon for synths to make a pop and even some crackly noises immediately after powerup due to the analogue signal path and various capacitors at different stages charging up to their nominal bias voltages. When shutting down the reverse is true and they dip strongly negative for a quick second. If there's only a single transient you get one pop, if there are multiple (due to multiple analogue stages in the output amplifier, for instance) you can get crackles.
Why the Pro 3 does this and some of the other Sequential gear doesn't I don't know specifically - but this is the most common reason why and sometimes it's nigh unavoidable without introducing excessive output filtering that then has an audible effect on the sound, depending on the circuit topology chosen.