I think the issue is more about how to identify an existing symbol without knowing what it is ahead of time. In ArcMap, when you open the settings it goes right to that symbol and that font. There's no guessing.
Based on your response (again, I'm out of the office this week and can't verify), I think Pro dumps you more generically in. If memory serves, I think it dumps you into the last font you used, rather than the font where the selected symbol comes from, yes?
Even if you're working with just the onboard ESRI fonts, that's dozens of fonts to check, each containing multiple dozens of symbols, sometimes hidden behind different subsets. It can be tedious to go spelunking for a specific symbol if you don't already know what it is.