In the past, some brands did make auxiliary switches that did not control the load but simply sent a signal to the master switch. I think the most popular was probably the gocontrol WT 500. However, it’s not used much anymore and has become hard to find.
As was mentioned, the good news is that both Inovelli and Zooz now offer switches with a configurable parameter which allows you to cut out the control of the local circuit branch. These are primarily intended to serve as a switch to control smart bulbs, but it all works the same way: there’s a radio in the switch and it will send a message to the hub. 
You may need a custom device type handler to set up the switch, but after that you can change to a stock device handler which does run locally and the configuration changes will stay as you set them.
See option two in the following FAQ