This translation decision stems from (1) the semantics of ἐνδημεῖν ("to take up residence"), and (2) the conflation of prepositions in Koine Greek.
The term ἐνδημεῖν ("to take up residence"), or, as it appears in our text as an (ingressive) aorist ἐνδημῆσαι contains no notion of movement or direction. BDAG:
to be in a familiar place, to be at home
It's difficult to see how one can "be at home" toward something or someone. The more likely scenario is that the preposition doesn't entail movement here, which brings us to the second point:
Prepositions in Koine Greek are used with a certain laxity in meaning compared to Classical usage, and their semantic domains often overlap. The link to Thayer's lexicon entry for πρός included by the OP provides ample demonstration of this point (something similar will be found in any lexicon that covers the NT period):
equivalent to with, with the accusative of a person, after verbs of remaining, dwelling, tarrying, etc
ἐνδημεῖν certainly fits the bill as a verb of "dwelling", and indeed 2 Cor 5:8 is cited as an example.
Some commentators have opined that πρός might be something more that "with", here, but most agree with the standard translations that directionality is not intended.
Just as οἰκεῖν ἐν (used of the Spirit in the believer) "denotes a settled permanent penetrative influence," so ἐνδημεῖν πρός (used of the believer with the Lord) suggests a settled permanent mutual fellowship.*
*Murray J. Harris, The Second Epistle to the Corinthians: A Commentary on the Greek Text, NIGTC (Eerdmans, 2005), p. 400. Embedded quote is from Sanday and Headlam's Romans commentary, p. 196.