It was driving me nuts till I found a this https://www.vimeo.com/2427969
Make sure the link URL is ‘file’. For me it was blank initially. By default, prior to 2.7 it would point to the file as soon as you’d uploaded.
Having set it to file on the last upload I did it now generates the link to the file every time.
Maybe it remembers your last preference but if you’ve never set it then I suppose it has nothing to remember…? dunno