Generating the package locally is the expected behavior, you could use GitHub Desktop for publishing the package. Note no third-party applications can create a new repo under your account without asking you for some tokens or password.
Why don’t you just create the repository on the GitHub website?
For instance, after you generate a package with PkgTemplates called MyPkg. You can then create an empty repository called MyPkg.jl on GitHub website. Then, simply set the upstream in your local package and all is done.
That would be a nice feature, by the way. At the very least it shouldn’t be complicated technically, I am not sure though, would the author of the package agree to add it. Worth an issue, anyway.
I have just made a video on a possible Julia project setup (including github repo) using @Tamas_Papp’s PkgSkeleton.jl (although I use a fork for interactivity) : Video : Julia setup for beginner