In the Editor Settings environment, what is your snapping XY tolerance? By default, mine is 10 pixels. Related, when the feature class was created, what is the XY tolerance of that? By default, ArcGIS Pro will be 0.001 meters?
Maybe related, maybe not but you can do a soft reset of ArcGIS Pro settings by renaming the ESRI folder in your C:\users\<username>\appdata\local and C:\users\<username>\appdata\roaming to ESRI_OLD. Then restart ArcGIS Pro, load the project file and attempt the digitizing for your polygon again.