My personal rule, and this comes from doing 8-bit games in specific engines like the PAWs, is never to use a press_any_key in an instance when you return straight to the command line. It just feels and looks very odd to me. A lot of that is just down to what I'm used to after playing old-school text adventures for years (and years).
If you want to return to the command line, without clearing the screen, then I would use a pause instead. It allows the reader to take in the text in chunks, or at least appreciate they are chunks of text.
As Chris said, I often use press_any_keys between short lines of text when I want to deliberately build tension or create timing and space for the punchline of a joke. Even then, I always follow my own rule of terminating any such delivery with a clear screen/redescribe.
(Rules are there to be broken. You should feel free to develop your own style. This is just what a lot of older players will be used to.)