I have opened up a Pro project folder and connected to my database. I use this connection to add a utility dataset to my project - that much works fine. However, when I list the project data by source, expanding the database connection only shows the several feature classes that have been added through the dataset; there is no indication of the dataset they are in. This becomes an issue when I add several datasets and the database connection source list just becomes a giant list of feature class, with no sub-menus to break them up. Grouping the feature classes in Drawing Order view does not solve the issue. The ability to organize by dataset was present in ArcMap, has it been removed in Pro?
