If Esri JSON is an option, which is seems like it is, then JSON To Features—Help | ArcGIS Desktop is about as close as you are going to get.
I understand and agree with your frustration. Esri's desktop clients (Pro and ArcMap) are focused around working with Esri's geodatabase model (including Esri's shape file) and Esri's REST API or Esri JSON, and more the former than the latter. It would take a fair amount of work, or maybe not, for Esri to support natively working with GeoJSON in their desktop clients. That said, I find the current "support" to be fairly weak. For example, why does Features to JSON support exporting GeoJSON but JSON to Features doesn't support importing GeoJSON? It isn't like cryptography and one-way functions, the GeoJSON protocol is just as easy to work in either direction.
At the end of the day, if Esri continues to set the bar low for their support of certain open standards like GeoJSON, it will continue to create an opportunity and reason for people to explore other tools like QGIS.