In ArcGIS Desktop the Dataset Privilege dialog box is useful to manage the privileges for an user/role on a dataset. However, this dialog box is not present in ArcGIS Pro. Please, provide this functionality.
It is very important to implement this on PRO, other clients are asking it.
We should see this with the release of Pro 2.1 in early 2018. Status updated to In Product Plan.
This was implemented in ArcGIS Pro 2.2.
Find out more at What's new in ArcGIS Pro 2.2
Retrieving data ...