Embedding reports with drillthrough

Drillthrough, drill down, drill up, drill-through, are all these the same thing? 

I want to be able to use drill through for embedded reports.

I've followed these steps https://www.youtube.com/watch?v=OcZr_70OGPo and i have it working in the power bi service, it even works with reports that have different datasets. However, drill through does not show up in the right click menu.

Is it not possible to drillthrough reports when they're embedded?

I added 

...
settings: {
  drillthrough: true
}
...

to the settings json object when embedding the report but that didn't make a difference. Not sure if it's supposed to do but I saw the property in the PBI Javascript documentation and had to try it.

In the power bi service when i edit a report and select i.e. a table, under the 'Explore' menu there's a toggle for 'Drillthrough' however when set it to 'On' i save and exit the report and then open it again in edit mode that toggle is back to 'Off'

Edit: Important note that I see I didn't write is that I want to drill through to other reports and not just another page in the same report (that allready works)