One of the annoying issues in Pro is how it treats CAD files. In Arcmap, when you navigated to add a layer from a CAD file, you had the basic point | line | Polygon | Annotation options:

But Pro seeks to make this more complicated:

Is there an option / setting to get Pro to treat CAD files in the same way that Arcmap did? My read on this is that I have to go through the extra step of using the processing toolbox to merge the various layers together into an entirely new layer in order to get "one" polyline feature class. This seems to be another example of MORE work to do the same thing in Arcmap.
Am I wrong?