An obscure and non-production way to use DATA _NULL_ is through what are called OUTPUT DATA step views. I did a paper on this topic back in 2011. I have not tested the feature for some time but *assume" it is still present in SAS:

https://www.lexjansen.com/wuss/2011/coders/Papers_Billings_T_73653.pdf

DATA _NULL_ steps don't -by themselves - create output SAS data sets. However hash objects can be used in _NULL_ steps to create output data sets.