I plan to pass the Magento2 Certification Professional Developer Exam in the next months.
Is it still interesting to pass the Associate Exam or should I focus on the Professional ?
As of now
Professional Developer Exam is the most higher level certification in Magento 2. As mentioned on Certification page as well:
Magento2 Certification Professional Developer Exam - Magento 2 developer who has a deep understanding of Magento 2 development concepts and experience (recommend 1.5 years)
Magento2 Certification Associate Developer Exam - Magento 2 developer who is beginning their career as a Magento Developer and is designed to validate the student's skills and knowledge of Magento 2.
So if you pass Professional certification then it proves your knowledge so Associate developer exam not required.
Another thought on this point is - Number of certifications with knowledge make your profile more prominent.