When converting labels to annotations in Pro you cannot change the name of the annotation feature class (AFC) nor can you add a prefix to the default name.
Please add the ability to create a custom feature class name as well as the ability to set a prefix to the default name.

We prefix all our AFCs with 'anno_' so that they are grouped together in the GDB.
If there are many AFCs created from the same layer name (same layer added multiple times) then you have to use a custom suffix for each one and then go back to the GDB and rename them to something sensible.
A workflow now has to be discarded because Pro cannot do what ArcMap does.
Further to this - remove the requirement to add a new contents group layer for every annotation layer that is created. Is there a good reason that Pro cannot use an AFC that is not in a group layer in Contents?