Dorico can be customized very readily, and there are a number of posts here of people creating key commands for various functions (where it can’t be done in the Preferences dialog), by editing the key_commands JSON file directly.
I’ve just tested adding the following to the kWriteMode section of the file:
Here’s a pasteable copy:
{ "NoteInput.TransposeOrAddNotesToSelection?Definition=3" : ["Shift+3"] }
I used Shift 3, because I didn’t want to break the note durations. You’d need to create additional entries for other intervals, finding keys for intervals above and below. You’d also need to go to the Preferences dialog to delete the keys for note durations and find new ones for those, too!
I pity the development team, who must make Dorico work just like Sibelius, AND just like Finale… 