Sorry, i don't think the option is available for now in Adobe Analytics.
Even the logs will not be useful to understand whether the segment is applied to a Workspace Project or not based on my understanding.
Here are some links to help you get started:
Or if you're savvy enough, you can use the Analytics API. https://www.adobe.io/apis/experiencecloud/analytics/api-reference.html#!AdobeDocs/analytics-2.0-apis...
I believe there's no straight approach to achieve this as a report. But try the trick below:
1. Create a dummy segment
2. Use the segment in a test workspace project
3. Try deleting the segment and see if Adobe Analytics prompts an error message (stating that one or more projects would get impacted if this segment is deleted)