John,
That is tricky. I do not see any documentation on inserting objects into ArcGIS Pro. I am wondering if this has not yet been implemented. Just from blind speculation and reading this bug, it looks like there are several things that are not yet implemented but will be.
Going the other way, there are 'limitations' for exporting certain things out of ArcMap:
Problem: Inserted or pasted Word and Excel objects, documents, and tables do not print or export cor...
I am not sure if this is directly related but it sounds like there is some disconnect between some of these objects and Esri products.