This issue is reproducible in ArcGIS Pro 2.8 and 2.7. However, it is not reproducible when creating an LYRX file on the current build of ArcGIS Pro 2.9 and opened in ArcGIS Pro 2.8. The issue must have been addressed at some point during software development.
解决办法
Use the ArcGIS Pro Python window.
Manually add the layer files either using Add Data or the Catalog pane.