Tell PMPro to look in the pages directory of this plugin for PMPro email templates.

my_pmpro_emails_custom_template_path.php

<?php
/*
  Tell PMPro to look in the pages directory of this plugin for PMPro email templates.
  
  Add this code to a custom plugin. 
  Make sure that there is a /emails/ directory in the plugin directory with your templates in it.
*/
function my_pmpro_email_custom_template_path($default_templates) {
  $default_templates[] = dirname(__FILE__) . "/email/";
  return $default_templates;
}
add_filter('pmpro_email_custom_template_path', 'my_pmpro_email_custom_template_path');