Legends in Pro Headings, for turning on/off are handled on the Contents Pane, but it would be nice to be able to right click Legend and turn off Headings there as well as the Pane. In ArcMap it is possible.
@TedCronin can you explain more about how you did this in ArcMap and what you want to see for equivalency in ArcGIS Pro? Are you looking for a context menu option or something on the properties window?
