I'm not sure if this is a known issue or not - I can't find any documentation on it. I continue to have issues with the graphics layers in ArcGIS Pro performing poorly when a data frame rotation is applied. every time I scroll in or out on the layout view or map view, the orientation of the graphics changes. Also, sometimes when I export even if the graphics look totally fine in the layout, the graphics are shifted on the output.
I like using graphics layers to avoid creating one time use data, but the current limitations lead to having to re do work and that can be very frustrating