Go to the download folder you selected for offline maps. There should be a "maps_pro_extraction" folder. Inside it, there should be only files with the OBF extension. If you have file with another extension like a ZIP file, you should delete it and restart Maps Pro.
Also, if you have empty files (size 0Kb), delete them and restart Maps Pro.
If you can still see the orange circle when starting Maps Pro, try moving each OBF file outside of the "maps_pro_extraction" folder and restart Maps Pro. If Maps Pro starts well after you moved the file, it means that you have found the corrupted file. Just delete it and download it again via Maps Pro.
Once you got rid of the corrupted files, go to Menu > Map styles > and pick one of the "Vector Maps" to have the maps displayed while offline
If you are running into issues, please email firstname.lastname@example.org