I've used Apple's Automator app to add a new custom Quick Action which does exactly this. After right-clicking a folder, the right-click menu shows my custom Quick Action to create an empty text file.
This requires about 5 to 10 minutes to set up. You'll find instructions for this on the web or via some LLM. I've looked right now for a suitable article, but the ones I've found are subtly different from my Quick Action. I've asked ChatGPT and its instructions seem to be correct.
Switch back to windows - for me that is one of the things I struggle with on MacOS.
Creating a file at a path where I have my file explorer is so ingrained in me. It feels awful when I have to open an app then click through to save file where I want all those clicks are supper annoying because I already was in that place.
Awful thing getting current path from Finder to paste it in save dialog is also not really easy. So I am just not creating new files on MacOS.
On one hand I kind of get the idea that well you start with opening an app and then save your work and most likely it could be in default documents folder.
But years of other way I was used to work it feels annoying.
Basically I use Windows for like 30 years now and in that last 10 I use MacOs as primary OS for my personal device.