Actually there is a straightforward way to change the behavior of all Graphics objects (including those which do not go to the $Output channel): simply to define
$DisplayFunction = ((theGraphic = #; #) &);
An alternative to Dynamic solution is to use the second argument of CreateDocument:
obj = CreateDocument[];
$DisplayFunction = ((CreateDocument[#, obj]; #) &);
Do[ListPlot[Prime[Range[n]], Filling -> Axis], {n, 25, 50}]
