With the latest version of ArcGIS Pro using the Feature Class to Geodatabase geoprocessing tool with the 'Transfer Geodatabase Field Properties' check box checked within the Environments tab, this issue is not reproducible.
https://pro.arcgis.com/en/pro-app/latest/tool-reference/conversion/feature-class-to-geodatabase.htm
解决办法
Go to Domains view. Right-click and select Copy to copy the domains from origin geodatabase. Right-click and select Paste to paste the domains into the destination geodatabase.
Use the Domain to Table tool, then the Table to Domain tool to copy the domains to the new geodatabase.
Export features using the Feature Class to Geodatabase tool with the Environment setting, the 'Transfer Geodatabase Field Properties' check box checked.