Currently, this is not possible. Good one for the Ideas section though!
Bummer about this - this used to work in earlier versions of 7 - since 7.0.2 I think, and then was lost somewhere along the way. I think there are more and more of us using embedding in web apps (rather than just blogs) and using the url in the share link removes the experience of the web app when users follow the link.
You're right this works in Tableau Sever 7.0.7 and earlier, as well as in Tableau Server 8.0. However, it does not work with the versions between 7.0.8 and 7.0.14.