ArcPro should allow you to make a Vehicle Routing Problem Layer within Network Analysis. ArcPro gives you the option to make a Closest Facility Layer or Route Layer but not VRP Layer. You can do this in ArcMap but in ArcPro it is just a Geoprocessing tool. It is much easier to work with it as a layer where you can run an analysis, analyze it and if you like it, then you can export the results. Otherwise, running the geoprocessing tool automatically creates a new feature class even before you get a chance to see if you like the results.