I believe what you're requesting in not yet possible in ArcGIS Pro. There is an enhancement request logged with technical support: [ENH-000121916: Allow creating breakpoints and labelling on the stretch renderer in ArcGIS Pro]
It has a status of In Product Plan, and if this is an important part of your workflows, I'd recommend calling Support to get attached to the request.
https://support.esri.com/en/contact-tech-support