ASP.NET Core application could be hosted on variety of web servers (IIS, Kestrel, Nginx, Apache, ...). All these web servers know nothing about request filtering (and particularly enabling of double escape) which is a native IIS feature. It's a hosting concern and ASP.NET Core application should not deal with it directly. If URL like http://youserver.com/Home/Phone/+12345 will reach ASP.NET Core pipeline, plus sign will not be treated in any special way and will get to string model as + character.
When you host your application on IIS, web.config is still in use, so you could configure <requestFiltering allowDoubleEscaping="true"/> as for usual ASP.NET application. Again, you should not be afraid that you do something in non ASP.NET Core way. You configure a hosting concern; it's not the field of ASP.NET Core.
If you want to host application in another Web server, you should check how it handle special characters. I know that Kestrel will just pass such URLs as is, so you don't need to take any specific actions if hosted on Kestrel.