Maybe a little confusingly, the setting is under "HTML" code style and not the JS code style in IntelliJ.
Enable the setting "In empty tag" in Preferences -> Editor -> Code Style -> HTML.
When you do an explicit reformat the space will be added. To ensure that the space is added when autocompleting React components, check the same box in in the Preferences -> Editor -> Code Style -> XML -> Other tab.
Here's how you find the name of any option. The same IDEA Code Style page has a gear button with an option to export to .editorconfig:
But this exports all the options, it's a 1070 line file in my case. So you export once to cfg1, change the desired setting through UI, export again to cfg2, and then compare the two configs to find the one option that changed.