I am new to ArcGIS Pro and am just now making the switch from ArcMap.
That being said, I keep having this problem where a path layer looks choppy depending on the zoom/scaling. It has happened with multiple layers and I have tried to remove them and add them again, and restarting the program. No luck so far and it looks like that when exporting as well....See images for reference.
You could check for any geometry issues. Check Geometry (Data Management)—ArcGIS Pro | Documentation.
Could you work with File Geodatabase Feature Class rather than Shapefile?
Convert the existing shapefiles to File GDB feature classes, to get started. Feature Class To Feature Class (Conversion)—ArcGIS Pro | Documentation
Have you checked you display/antialiasing settings?
My jagged lines went away when I turned on antialiasing and made sure rendering quality was high.