Nope, as far as I can tell that’s not a thing on any instance. You can either have it open or limited to Admins. Reddit has the feature fully open by default. I guess the idea is to encourage people to create the spaces they need/want on demand without fuss.
You also have no control over whether reports federate out to other admins, Carcosa showed that with their bad faith accusations that I was replying to them via reports in !fediverse_vs_disinfo@lemmy.dbzer0.com when I was actually reporting them for being an ass and violating the community’s and instance rules. On Mastodon I would’ve simply unticked the Forward report to Hexbear option, but Lemmy doesn’t let you do that, it by default pulls out all the stops to let everyone know it’s being reported, with no discretion whatsoever. I’m kinda surprised they don’t just make them publicly visible to everyone *sarcasm*.