ArcGIS Pro does not recognize the Xref layer in an AutoCAD file.

Solución alternativa

ArcMap reads Xref information from a CAD file directly. The Xref layer is a single feature, and the entire CAD file is a single feature. Some of these single entities are large and slows down the drawing and cause crashes. 

Xref files are captured in the CAD Properties Page in the External Sources tab. Add the additional CAD files into the map. The table indicates files which are Xref and the ones which are not to ease the process of searching what are required to add. Lastly, the CAD to GDB tool accepts multiple inputs.

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