This post is related to a RS 2012 configured in the native mode.
In the Reporting Services Confgiuration Manager's Database page under Current Database you find the following:
Click Change Database (button) to select a different database or create a new database in native or Sharepoint mode.
---------------------------------------
This seems to indicate that you could create a new database if you wanted in either native or sharepoint integrated mode.
It is found that hitting the Change database button you can only create a new database in native mode. You cannot create a database in SharePoint Integrated mode unless there is a bug in the screen, or the wizard is broken at that point.
mysorian