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I tried this some more. Turns out in Raspberry Pi 3, ssh is not enabled. I ended up creating blank text file named ssh and copied it into the boot drive of Raspberry Pi 3. Now it works. Marking your answer as solution (if possible, please add this troubleshooting step for future users)
I flashed the SD disk. Advanced IP Scanner shows raspberrypi.mshome.com, which I can ping. Which Bonjour for Windows do I download. I know it's related to networking but support.apple.com/downloads/bonjour%2520networking%2520windows does not show Networking