I prefer to NOT make it part of the footprint/decal. I like to draw these in as copper pour shapes as necessary.
If you want to "group" the shape with the QFN and circuit, you can define it as a stand-alone Reuse Block. That way components, traces, vias and shapes of a circuit can be moved around together.
Consider making the bottom side shape "void" of solder mask to reduce the thermal resistivity. If you can afford it, go with ENIG to avoid surface oxidation (and increased thermal resistivity).