So there are a few ways now! I do agree that it's not the default, I'd probably say <5% of people do, but it does exist.
1. Courses -There are a number of courses now where you can create projects and publish papers. Again, not the default, but if you put in the effort it's doable. To name a few, Computing for Good, Big Data for Healthcare, Deep Learning, Educational Technology, Human-Computer Interaction and others.
2. VIPs! These I consider one of the "hidden" gems of OMSCS and what I personally did. You can see them here: https://www.vip.gatech.edu/ but basically instead of a class for a semester (but counts as a class for credit and graduation purposes) you work for a professor on a project with several other grads/undergrads. I did one this past semester and was asked to stay on as a research assistant over the summer doing work in NLP. Really excited for it actually and has been a fantastic opportunity. I put a lot more details here - https://redd.it/u6cj5z
3. Master's Project/Thesis - This is the option to do a Master's Project or thesis instead of just ten courses, but it does require more work from the student to find a professor and do that. There's many more details here https://redd.it/9t48b2 and frankly I wish I had done so, but too late now.
Can you describe how you were able to do that?