Hi everyone,
I too run into this frustration but I believe I know the cause (but not the solution, which I realise is frustrating).
Domains and sub-types are an enterprise database feature.
AGOL does not run an enterprise database - I'm not certain what it runs under the hood but it most definitely isn't Oracle or SQL enterprise DBs.
When you publish X number of map or feature services that use the same domain, unbeknownst to you, you have now duplicated that domain X times. So if you choose, in AGOL to edit it, you need to edit it X times. Domains stop applying across all layers and only apply to one layer at a time.
When you add any of these feature layers back into ArcGIS Pro, you cannot edit the domains because, secretly they aren't really domains anymore.