Why unity cannot import an object with more than 65000 vertices (at the moment, as he say) ?
The pro version can import more than this or this is a limitation in the engine ?
No, it's a current limitation of the engine. It's also written in the manual. I really suggest you to split your object in more different meshes, 65.000 vertices are way too much even for a next-gen character.
Yeah, it's a limit by the engine. It uses a 16bit index-buffer(internally). That means you can only index 2^16 vertices. 2^16 == 65536.
I'm not sure if they plan to support 32 bit indices but as Mr. Drayton said you should not go that high for character models. A lot 3D artists need some time to realise that in a realtime environment with maybe 10 or more instances of this model you have to go the low poly way :D.
There are many things you can do to improve the endresult. Our artists create low poly models, export them to z-Brush, add some highpoly details and out of that we generate a bump/normal map for the lowpoly model.