Is it possible to export my bookmarks as a layer (point / polygon) in ArcGIS Pro?
Bookmarks in arcpy
Bookmark—ArcPy | ArcGIS Desktop
As for ideas that exist,
Export/Import Bookmarks in ArcGIS Pro
Check ArcGIS Ideas for other links
Had the same problem and blugeoned a work-a-round out of my PC using Excel to get points for each bookmark - which were then used as an index for a map series. Basically you can export the bookmarks to a BKMX file, drag that into Excel (Excel recognises the rows as a bkmx is just xml I think), use text-to-columns, a filter, an INDIRECT formula, and some helper columns to transpose into a simple table with 'name' 'x' and 'y' columns. Then bring that back into Pro as XY point data.
Ugly, but it worked :-)
With Pro 2.6 you can use can use the bookmarks directly to create a map series - Introduction to a bookmark map series—ArcGIS Pro | Documentation . If you're map series doesn't need data to drive dynamic text or set page queries for other layers in the map, Bookmark Map Series may be an option for you.
Hope this helps,
Retrieving data ...