Hm, highly unconventional, but apparently you have a use case for it.
Short answer: No. The standard reference selector does not have that option.
Longer answer: Yes, but you will have to make that widget yourself. You might get a kickstart using https://appstore.home.mendix.com/link/app/99/, which already does a lot of work that you will have to do, it searches and shows the present selectable projects. It is an input reference (multiple items) instead of a reference (one item) so you will have to change that. And you will have to add a button ‘Create’ that will appear if your user has typed a string for which there is no match.
May be the direct option is still not available.
But, in the reference selector, you also have a Page option. This target page can possibly have a datagrid which can have a select button (to select existing item), create button (to create new item). Can this option be helpful for you?