Had the same problem and blugeoned a work-a-round out of my PC using Excel to get points for each bookmark - which were then used as an index for a map series. Basically you can export the bookmarks to a BKMX file, drag that into Excel (Excel recognises the rows as a bkmx is just xml I think), use text-to-columns, a filter, an INDIRECT formula, and some helper columns to transpose into a simple table with 'name' 'x' and 'y' columns. Then bring that back into Pro as XY point data.
Ugly, but it worked :)
With Pro 2.6 you can use can use the bookmarks directly to create a map series - Introduction to a bookmark map series—ArcGIS Pro | Documentation . If you're map series doesn't need data to drive dynamic text or set page queries for other layers in the map, Bookmark Map Series may be an option for you.
Hope this helps,
I had this same question, and didn't find an answer I really liked, so I decided to make a toolbox.
It works very similarly to the solution posted by @JohnWatt here in the comments, but makes it a little more user friendly. Just export a .bkmx, specify the output folder, name, and coordinate system, and it creates a feature class for your bookmarks. @TomBole mentioned that you can use Bookmarks as the input for your map series which is true, but it is convenient to be able to set your extents as bookmarks and then also have an option for dynamic text fields.
I have made the toolbox and python script available here: