Hi @llyehock 

Personal Preference

My personal preference is simple NOT TO ALLOW users to add values into Keyword Lookup Columns. The reason is to avoid user input errors (Epal, Aplle, Epple Aplel, Appel etc) and different interpretations (USA, United States, America etc). 

If the SP data is used to produce Reports, instead of 100 applications coming from USA, you get 45 applications from America, 30 applications from USA and 25 applications from United States. This will skew the Report and results in Users not being able to interpret the data.

Alternative

An alternative is to create an Application to add Keywords. If the user cannot find any value to meet his requirements - user can apply to add the keyword. The BU Manager can approve the application (or modify the keyword) and the workflow will add the new keyword into the List.

A faster method would be to give the BU full autonomy over the SP List and allowing a BU representative to immediately add the keyword.

Allow Fill-in Choices

The Allow Fill-in Option as stated by @SimonMuntz is only available for the New Responsive Form (in Nintex O365 and NWC). I wasn't able to verify with NWC as my 30-days trial just expired. 

What it does is simply to add a text field when Others is selected.

I have no doubts that you are able to create this functionality with Classic Form.