No, there's now way to do that in Altium. A reasonable alternative is to have a footprint for the module that only contains reference geometry for the module, plus whatever you want to show in the silk screen, or any specific board features the module requires like cutouts or keepouts, and optionally a 3D model of the module as it would sit in the connectors. Then place the mating connectors as separate components, using the reference geometry in the module footprint to set their location on the PCB. The module footprint can have its component type set so that it does not appear in the BOM (although you could have it show up in the BOM if you want).
A more complex solution would be to create a multi-board project where the module is one board, but this is probably not worth doing unless it's a board you're also designing.