At the moment, ArcGIS Pro sets an automatic limit for the returned features of 3000. If you do not know it, there is a high risk that your map/analysis will not be based on the full dataset. With the current technological progress, I suggest not to set a limit by default and to include the option to set a limit into the setup dialog.In general, all that can be found in the Layer Properties of a WFS layer should be possible to be set up in the setup. Alternatively it should be possible after connection in the catalogue view. At the moment you have to add the layer to a map first to access the Layer WFS properties.