I am using ArcGIS Pro 2.5 (beta).
Maybe they fixed it, I have my units set to metric. I switched the tool to measure in miles, made a few measurements, closed the tool. I reopened the tool and the measure tool was still set to miles, so I set it back to metric... closed the tool, reopened it and it was metric
So if the open, change, close, process for you always reverts to metric, then it has been fixed in 2.5 which is due out early February according to rumours (beta 2.5 finished a week or so ago)