As you know, a symbol in ArcGIS Pro can be layered. Layers are added and removed in the Structure tab of the symbology (a wrench) and configured in the Layers tab of the symbology (2 3-D blue squares sandwiching a grey one). Each symbol layer can have multiple attribute values assigned to it. A layer can have have outline thickness and color, or be made from a font, or be made up of .png graphics, etc.. ArcGIS Pro's Graduated Colors paradigm has to be able to assign the property called "Color" in the various layers that make up the symbol.
With that said, my guess as to what you're experiencing, is that you're using symbols (and symbol layers) that either don't have a Color property, or you have layers with a Color property that are hidden behind other symbol layers without a Color. I could be wrong; I'm only trying to help, but that's my guess as to what's happening.
