There are two versions of the Arduino Pro Micro. A 5V version and a 3.3V version.
I interpret the schematic notes as they use the same PCB for both versions. SJ1 is bridged for the 5V version and open for the 3.3V version.
Is it possible that you actually had the 3.3V version? It might be assumed since SJ1 was open. When you bridged it, too much voltage was applied to the ATmega32U4, “frying” it.