I'm logged in with an advanced license and there's no option to make a dimension feature class, basically all advanced features are locked yet I'm logged in correctly
How are you attempting to create the dimensions FC? If I do a right-click on the fGDB in the Catalog Pane, select New->Feature Class, it brings me to the Create Feature Class wizard. On the first pane for types of features stored, there is a dimension option for me. I'm using a Named User/Advanced license of ArcGIS Pro and using ArcGIS Pro 2.9.2. What release of ArcGIS Pro are you using?