We are having the same issue, with 2.7-3.0. Looks like sometime around 2.7, Pro switched to a built-in browser, and SSO with Dual Auth has failed, since. Like you, we found that using the "Sign-in Using Browser" works fine for using Named User authorization.
You can set the default options in:
HKEY_CURRENT_USER\Software\ESRI\ArcGIS Online For Pro\SignIn
SIgnInFromBrowser should be: 1
AuthorizationPortal: Your ArcGIS.com org URL