In Arc, when Deleting Coded Value From Domain, one can select all the domains, then unselect the ones you want to keep, or you can rapidly select 10,20, or 30 values, say from a domain that contains over 100 values (e.g name of every stream in a county, a typical domain).
In Pro, not the case, you have select each value from a pick list, one by one. Not cool. If you have to ask why is "Pro so slow? ", sifting through pick lists when the Select All, checkbox method in Arc is 10 times faster will enlighten you.