unfortunately there is no "select the closest" without some work.
If you had a threshold distance value to work with then
Select Layer By Location (Data Management)—ArcGIS Pro | Documentation
"within a distance of" would do the job.
Otherwise, Near does the work and finding the closest from the result will provide the data.
Also, what about ties?
maximum distance to consider?
What if two points share the same closest? is that ok?
... sort of retired...