If you download the ArcGIS Editor for OpenStreetMap extension (which currently only exists for up to version 10.7.x of ArcMap, and not for ArcGIS Pro. The 10.8 version for ArcMap still needs releasing), you can use the "OSM File Loader (Load Only)" tool to import an OSM XML file (not PBF!) and create a File Geodatabase. Geofabrik also still offers XML as download format, although PBF is preferred due to size and speed, but cannot be handled by this import tool, so is of no use to you.
Note that this import process will be a lengthy process for something the size of the entire US. Even though the tool is multi-core enabled via the Parallel Processing Factor environment setting for some stages of the processing, and the tool is thus quite capable, it is still not nearly as fast as some of the other specialized open source tools out there as developed by the OpenStreetMap community (osm2pgsql, imposm3).
However, the nice thing about the Editor is that it is entirely "ArcGIS", and doesn't require setting up a PostgreSQL database, nor running a Linux environment to call command line tools, so it is easy and familiar to get "up and running".
Note also that this tool will load ALL information in the OSM XML file, including non-building data, which will significantly extent the time needed to import the data. If you are only interested in buildings, you should filter the OSM XML file and write a new XML file with only buildings from the Geofabrik extract using, as your likely best bet for this kind of filtering and re-writing work, the command line Osmium Tool. After writing a new, much smaller OSM XML file only containing buildings, you can then use the "OSM File Loader (Load Only)" tool to import the data into the File Geodatabase.
After having imported the data, you can simply access the Feature Classes in ArcGIS Pro, no problem.
By the way, I would strongly discourage you to use the "Download, Extract and Symbolize OSM Data" tool to attempt to download the entire US. It will fail. It is not designed to handle large data download loads. Only the "OSM File Loader (Load Only)" tool has the power to handle larger country sized extracts.