Feature parity with ArcMap request:
Add a button or tickbox in the Label Class window to enable labels for the selected layer.
When you add a new layer, do all the things and then realise you have to do another right click - left click to enable the labels it feels inefficient.
I have the Label Class window open most of the time so I don't often right click the layer in Contents to get to the Labelling Properties.
This will go some way to offset the extra clicks required in Pro to add and make default a FGDB.....
ArcMap:

Pro - lots of open space to add it in:
