Hi Todd,
You are correct, the Import Map functionality in ArcGIS Pro does not actually move the data anywhere. So if I have a feature class in an MXD that is coming out of an enterprise geodatabase and I use the Import Map functionality in Pro to import the MXD, my data is still in that same enterprise geodatabase. We aren't creating a new connection in your Pro project to that enterprise geodatabase and sourcing the data from there. Hope that makes sense.
Besides the usual ways to re-source data in Pro, have you thought about using Python? If you have legacy MXD's with a lot of layers and symbology setup that you don't want to recreate in Pro, you can use Import Map and then use Python to resource all the data.
Updating and fixing data sources—ArcPy | ArcGIS Desktop
Once you wrote one script, it would probably be easy to tweak it a bit for each Pro project. But I am not aware of any tools we have in place to do this at the moment.
Jonathan