You really cannot change what the EMS does directly, and I don’t know of a workaround for what you are asking.
Since the EMS will do this each time for each individual user who logs in and uses the EMS, I am not sure that what you ask is really prudent thing to try.
I would like to ask, why this bothers you, that you feel the need to want to change it, or what benefit you feel you’d get by doing so. Just curious.
Many product ‘PowerShell Hosts’ do this, not just EMS. Remember the EMS is really doing nothing more than using the same PSRemoting connection string as you would do if you’d implicitly remote to Exchange from a remote host.
EMS shortcut properties specifically show it calling another script called ‘RemoteExchange.ps1’
C:\Windows\System32\WindowsPowerShell\v1.0\powershell.exe -noexit -command ". 'C:\Program Files\Microsoft\Exchange Server\V15\bin\RemoteExchange.ps1'; Connect-ExchangeServer -auto -ClientApplication:ManagementShell "
I’ve had no cause to mess with it, or any of the .ps1, .psd1 in the named folder. Personally, IMHO one would be ill-advised to do so.