I have create a MS Forms Pro Survey and, I can see both the Survey and Questions within the CDS Entities however, when sending the Survey Out, I'm setting the regarding field with a custom entity but, it never seems to register store the value.
Do you mean that the data from from pro did not update successfully in CDS?
Integrate surveys seamlessly with your business workflows within Office 365, Dynamics 365, and the Power Platform. With Dynamics 365, you can personalize surveys with existing data and embed surveys into Microsoft PowerApps, while automating surveys with Microsoft Flow by sending timely surveys based on events such as a customer case resolution.
Here's a doc about this in details that you could check whether you practice correctly: