How long I struggled to create the best solution for this! Ultimately, I created a macOS Shortcut called “Create new file here”, which I launch via right-click → Quick Actions.
The Shortcut then prompts for a filename, which defaults to untitled.txt.
The file is created using a Bash script (touch command). If a file with that name already exists, it will append a number afterward.
Here is the Shortcut with the Bash script.
Make sure that the Shortcut is set-up properly to run in Finder and via the Services Menu.
I hope that helps someone out there! This took me forever to figure out. Now I use it all the time!
It is easily a feature that should simply be baked into macOS.