Neatlines in an ArcMap map document (.mxd) are dropped from the layout during the import process. In ArcMap, neatlines were often used to divide a layout. In ArcGIS Pro, rectangle graphics are used to divide a layout. Neatlines exist in grids to define the geographic data extent of the map.
Open the layout in ArcGIS Pro. On the Insert tab, in the Graphics group, click Rectangle to draw a hollow rectangle in place of the neatline.