Hi Carlos,
Good news, the OutSystems Engineering team released a new version of the Dropdown widget that implements your idea. After the October 02nd release, both Mobile and Reactive Web Apps allow you to insert a Dropdown widget inside a popup. Besides that improvement, the Dropdown also has a new property that might come in handy. Here's a short excerpt about it from our Reactive Web: The Next Generation of Web Apps forum post.
Native Dropdown widget

The Dropdown Widget has a new property Options Content, which you can set to Text Only or Custom. Text Only gives a native look and feel of the dropdown lists in your reactive web and mobile apps. Set Options Content property to Custom to build a dropdown with a list of images or other widgets.
Thank you again for sharing your idea. Keep them coming, we are listening!
Cheers!