Hi
The dialog box in your screenshot image is related to the project parameter and shared parameters but not related to the global parameter.
The global parameter is different from the project parameter.
I think you are trying to create a project parameter.
I think it is not possible to create a non-shared project parameter via Revit API but you can create a shared project parameter via Revit API.
https://spiderinnet.typepad.com/blog/2011/05/parameter-of-revit-api-31-create-project-parameter.html
I hope this helps.