Default Odoo does not allow you to add task stages while creating a project, rather you need to go to configuration and open each stage and then you would be able to update project and it.
To solve this problem, We have created a module that will allow you to update Project Task Stages while you create the project. User can select multiple task stages that he needs in the project task.
https://apps.odoo.com/apps/modules/15.0/ksc_project_stage_udate/

#project