Copy and paste the same layer by layer to the screen after you add, you can do this by changing the source.
Hi Tiffany,
We can do this now with ArcGIS Pro. Take a look at Creating label classes from symbology. You can find the documentation here:
https://pro.arcgis.com/en/pro-app/latest/help/mapping/text/label-classes.htm
-Wendy
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