A basic way to improve the overall look of your integrated mesh is to apply scene lighting. This can be enabled using the 'Enable Lighting' button on the ‘Integrated Mesh Layer’ menu. Further lighting variations can be chosen from the Lighting dropdown menu (a full description of these can be found at 3D effects—ArcGIS Pro | Documentation).
In ArcGIS Pro version 3.3, specifically, we’ve experienced issues with the lighting options than weren’t present when using previous versions. We assume that this will be addressed in a future update.