This suggestion is supposedly "solved" since it was apparently included in the ArcGIS Pro Roadmap in 2019 (per links in this post). However, the current roadmap (found here) no longer includes graphics (i.e. "Convert Features to Graphics" nor vice versa in it), and it has not been added to ArcGIS Pro as of yet (not that I can find). I think this is a functionality that has been requested to be added to ArcGIS Pro for years and is still sorely needed.
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