The Export to CAD tool in ArcGIS Pro 2.3.1 does not successfully carry over all input feature class names into a DWG file if a Layer field does not exist in the associated attribute tables.
The issue is non-reproducible on ArcGIS Pro 2.3.2.
解决办法
Adding the field named 'Layer' to the attribute table for each feature class being exported to CAD, and the field is populated with a value, the layer/feature class names are applied in the output AutoCAD.