With ArcGIS Online, you have the ability to
'Add Layer from Web' as in the screenshot below:
This is a very easy way of adding a wide variety of services to your map. In ArcGIS Pro there is no equivilant functionality. You have the option to add layers to a webmap and sync with an ArcGIS Pro map, or search for services registered with a portal but this isn't wuite as flexibe - you have to either register the services in your portal or add them via a webmap.
If something similar could be added to ArcGIS Pro it would be very useful.