Hi 19ZhangJB,
Thank you for reaching out Microsoft Community.
What is the current IOS build or version of your Macbook Pro? If it's IOS 12 or 13, then the Surface Headphone 2 should be compatible with your device when it comes to Bluetooth pairing. Is using the cord to connect the headphone to your device is also not working?
See Surface Headphones 2 Tech Specs for compatibility >> https://www.microsoft.com/en-us/p/surface-headphones-2/8wq0bsx7g523?activetab=pivot:techspecstab
If in case you have followed all the troubleshooting steps from this link>>https://support.microsoft.com/en-us/help/4491959/surface-fix-headphones-using-problems but still the Surface Headphone 2 is not pairing to your device, it's best to contact our **Microsoft Surface Support**to get further assistance in getting a replacement.
If this addresses your concern, feel free to mark this post as an answer. Otherwise, don't hesitate to respond to this thread if you need further assistance.
Kind Regards,
Crest