There is a workaround:

1. Press Ctrl + Shift + i to open a new window. You need to open it like this, the workaround doesn't work if you start a new terminator process.
2. Then you can move terminal panes from one window to another using drag & drop so you can move the pane you want to detach to the new window.
3. Now you have two panes in the new window - one started with the window and one you moved there. Just close the original pane and you have only the pane you originally wanted to detach to a new window.

But I'm hoping for a better way.

Create a new terminal tab, click on the 'tab' tab on the menu bar, select detach tab