You can customize the default options for working with BIM data in ArcGIS Pro on the BIM tab on the Options dialog box.
BIM files can contain textures as part of a material library. These libraries are collections of material files to give the buildings a more realistic appearance. If the material libraries are downloaded to the default location, <C:\Program Files (x86)\Common Files\Autodesk Shared\Materials\Textures>, ArcGIS Pro reads the files correctly. If these material libraries are downloaded to an alternative location, you can check the Search for texture images in these folders check box and add the path to this dialog box. When the box is not checked textures will not be included. Textures once used are cached with the scene. To see the affects of un-checking the box to remove textures, open and close ArcGIS Pro.