Yet another head-scratching example of "It worked in Arc, why the change?". In Arc Map, when assigning a domain to a subtype field, in particular, when one has many subtypes (say, 90....), once the field name is specified the option to "Select All" for the subtypes populates, and one can easily assign the domain to all subtypes, or...select all then go unselect the 1 or 2 or 10 subtypes out of the 90 you don't want the assignment.
In Pro...not the case. You have to pick...each subtype...one by one. No select all. Even with 10 or 20 subtypes (typical when subtypes are used), this takes an excessive amount of time, and lends voice to https://community.esri.com/thread/199197-why-does-arcgis-pro-have-to-be-so-slow. Doing the same thing in Pro, that you could do in Arc, takes longer.