With no HR data you cannot have any Intensity Minutes. Is the HRM-Pro paired directly to the Garmin Connect app, or only to Edge? You have to add it to GC, and sync with it after the activity.
Activity data comes from the Edge synced to the app. Your Edge does not process any IMs. For IMs you need the data directly from HRM-Pro (not over Edge), and for that you have to add HRM-Pro to your GC app.