This phase III trial compares the effect of continuation of treatment with pembrolizumab (usual approach) to observation only at preventing cancer from coming back in patients with early-stage triple-negative breast cancer (TNBC) who achieved a pathologic complete response after preoperative chemotherapy in combination with pembrolizumab. The usual approach for patients with early-stage TNBC who receive preoperative chemotherapy plus pembrolizumab is to continue to receive pembrolizumab for up to 27 weeks after surgery. Immunotherapy with monoclonal antibodies, such as pembrolizumab, may help the body's immune system attack the cancer, and may interfere with the ability of tumor cells to grow and spread. This trial may help researchers determine if observation is as good as receiving pembrolizumab for 27 weeks after surgery in triple-negative breast cancer patients who achieved a pathologic complete response after preoperative treatment with chemotherapy and pembrolizumab.