The cleaner way to do that is:
The new attribute's Data Reference is then set to Analysis.
Note 1: if choosen Save Output History to Yes in step 4 then the Data Reference is always set to PI Point.
Note 2: no way to set Data Reference to Analysis by a simple creation of an attribute unlinked to an analysis.
Note 3: the best practice for static attributes as outputs of analyses is indeed to set their Data Reference to Analysis, avoid setting that to None though it is possible.