The scales for the maps on your layout may not have imported correctly if the imported .mxd file was last saved in data view.
Solution
- Open the .mxd file in ArcMap and save it in layout view before importing.
- Open the layout in ArcGIS Pro and update the scales for as many map frames as needed.
More information
Note this warning if you are concerned with the exact scale of maps on the layout. If the .mxd file was last saved in layout view, the scales for the maps on the page should import correctly and you will not get this warning.