I don't think this is possible. If there is a work-around I'd love to know about it.
The only thing I can think of is to move the domain to its own individual subscription.
Of course you can also edit rcpthosts and virtualdomains (if you use qmail) to remove the domain in question, causing qmail to think of the domain as non-local. But those files will potentially get recreated by Plesk at various points, so it isn't a great solution.
I don't know if creating smtproutes (if you use qmail) and specifying a remote IP for the domain would help when there's a local mailbox defined in virtualdomains/rcpthosts. I've not tried it. I suspect it won't work either.