When using Load Objects in ArcMap, it would be more convenient to additionally have the option to add a current feature from your map then always go browse for it from your drives.
In ArcGIS Pro, the Load Object tools functionality has been resituated within the Append geoprocessing tool. With this updated tool, adding datasets contained within your current map can be achieved by using the dropdown menus in either the Input or Target Dataset parameters.
I've attached some documentation for more information on the append tool.
