Legends are not displayed correctly in ArcGIS Pro layouts that use dashed lines; spaces between dashes in the layout do not match the spaces between dashes in the map and are sometimes displayed as solid lines.
Change the dashed line to a width size smaller than the solid line width, and the legend symbology does not longer show a solid line. (To see the dashes, zooming in may be required, especially with similar color combinations such as red and orange.)