Since majority of Differential users are using Arcanist to create new Differential Revisions it's obvious that there no such "Create Diff" option in "+" icon dropdown in header.
Unlucky for our company we are using "svn:externals" and Arcanist can't be used because if that. Therefore please add "Create Diff" (or similarly named) option to dropdown that appears when clicking on "+" icon (next to avatar) in header.