ArcGIS Pro does not have the legend item styles found in ArcMap. There is an existing bug - BUG-000126472: Implement the 'Horizontal bar with Heading, Labels, and Description' and other missing legend styles in ArcGIS Pro - for this issue. Please feel free to contact Esri Support and add your name/organization to the bug. This helps us prioritize. They can be contacted at https://support.esri.com/en/contact-tech-support.