In ArcGIS Pro 3.4.0, we can toggle features on and off via symbology — in the Symbology pane (by default) or in the Contents pane (via Symbology pane > More > Use the Contents pane for class visibility).
Toggle visibility for individual Categories on Symbology tab

It's not intuitive to me to enable the toggles via the More button in the Symbology pane. I'd rather enable it by right-clicking the layer in the Contents pane and choosing an option in the context menu. Or just enable this functionality by default for all layers that are symbolized by unique values.