Thank you for the support. I checked data portal and descriptions from DWD twice. And wrote them what happens with their data in ArcGIS Pro.
I now competed ArcMap and ArcGIS Pro:
ArcPro sees the data as text, arcMap sees it as raster data and I can drag & drop it from the catalog to the map. Impossible in ArcPro and as you see in picture below in DHDN_3_Degree_Gauss_Zone_3 EPSG: 31467 germany is at the correct place.
Why does ArcPro see the data as text and ArcMap as raster data and put it at the right place? same data, same pc and nearby same time
Where is the Tool ASCII to raster in ArcPro? It´s missing in the Toolbox??? I really need to solve this problem.