ArcGIS Pro should have the ability to import and use ArcMap annotation groups when importing from ArcMap documents. Annotation groups stored within the map itself is actually better than geodatabase annotations in most cases anyway simply because annotations usually belong to only one map anyway because there may be slight variations from one map project to the next. In particular, the problem with using geodatabase annotations is managing which maps it belongs to and which maps will be affected if edited. Having said that, map annotation groups should act like a layer in terms of which order it is displayed within the map -- you should be able to change its display order. Also you should also be able to copy and paste annotations into annotation groups of other maps in the exact same location and look as the original location. You should also be able to copy and paste annotation groups themselves from one map to another. So implementing annotation groups in ArcGIS Pro as well with these improvements to it in mind would be very useful.
