Arc Pro does not allow labels and graphics to be placed in data view, only layout view. This worked really well in ArcMap and needs to be brought over. Please don't make me go through the complex annotation feature class route for a few labels and graphics I need to place on the map.
I'm running 2.1.3
This is a Duplicate of Graphics and free text in ArcGIS-Pro maps!. Please go to that idea for voting and comments.