Is it possible to import only selected photos into Lightroom Mobile on an iPhone 13 Pro?
Import from where? If the images are in the Photos app on the phone, then using the Add Photos icon and selecting From Camera Roll will allow you to select whatever individual photos you want for adding to LrM. Pretty sure the same will apply if importing from Files or a Camera Device.
Conversely, is it possible to export new photos from LrM to the phone's Photos app (or better yet to a PC through via USB) without going through Adobe Cloud?
I know how to search out and import all of the photos on the phone when installing LrM, but I know of no way (other than the Cloud) to extract photos from LrM. -- JCW2
Of course you can export photos from LrM to a plethora of destinations (not using the Adobe cloud), including the Camera Roll on the device. But you can also export to Airdrop, Messages, Mail, other services such as IG, FB, Flickr, etc. Not sure about direct connection to your Windows system though.