Unfortunately, this is not possible. All dependencies must be resolvable to another package member. This is the same basic rules as Managed Packages for the AppExchange. The theory is that these packages must be installable in any org, and must therefore be complete enough to be deployed as such.
The main way around this is to start with a single, massive Unlocked Package that contains everything in your org. Then, make other packages dependent on the first, and use the DeprecateOnly upgrade option to migrate metadata from the mega-package to a new package as you modularize your org.
Moving Metadata Between Packages
sfdx force:package:version:create -p package1 -x -w 100
sfdx force:package:version:create -p package2 -x -w 100
sfdx force:package:install -p "firstname.lastname@example.org" -w 100 --upgradetype DeprecateOnly
sfdx force:package:install -p "email@example.com" -w 100