In American political dialog, "pro-X" means "pro-right to X". For instance, I am pro-gambling, but I still see gambling as a stupid thing to do. I am pro-gun, and I *also* think everyone should own a gun.
Following this pattern, "pro-choice" means "pro-right to choose". Sounds good on the surface, but think harder. "Choose" is a transitive verb. Right to choose what?
Choose to own a gun or choose to rob a bank? Choose to gamble or choose to rape your daughter?
Choose to be a prostitute or choose to murder?
There exists a right to do this and a right to do that, but no right to choose. What are we talking about?
Robbery? I'm anti-choice. Gambling? I'm pro-choice.
Murder? I'm anti-choice. Smoking? I'm pro-choice.
Pro-choice on gambling is pro-gambling.
Pro-choice on owning slaves is pro-slavery.
Pro-choice on owning guns is pro-gun.
Pro-choice on having an abortion is pro-abortion.
"Pro-X" can also be translated as "pro-choice on X" or "pro-right to choose X".
Now let's examine "pro-life". Pro-life = pro-right to live. "Live" is an intransitive verb. You live, and that's it. You don't live anything but a life. "Pro-life", like "pro-choice", encompasses more than abortion, however. "Pro-life" refers to a Consistent Life Ethic.