[Dashboard] Cannot add visualization when session storage is on

[majagrubic]

Kibana version:
7.9 BC2

Original install method (e.g. download page, yum, from source, etc.):
Cloud

Describe the bug:
When state:storeInSessionStorage advanced setting is turned on, a newly created visualization cannot be added to Dashboard.

Steps to reproduce:

1. Go to advanced settings and turn on state:storeInSessionStorage flag
2. Reload the page; make sure the setting is applied
3. Go to a dashboard
4. Click "Create New" > select any regular visualization
5. Go to visualize editor
6. Save and return to dashboard
7. Visualization is not added to the dashboard

EDIT: Same behavior is present with Lens

Expected behavior:
Visualization is added

Screenshots (if relevant):

Errors in browser console (if relevant):
No errors in the console

Provide logs and/or server output (if relevant):

Any additional context:

[elasticmachine]

Pinging @elastic/kibana-app (Team:KibanaApp)

[Dosant]

What is also weird, is that when getting back to dashboard _g query param gets expanded:
?_g=(filters:!(),refreshInterval:(pause:!t,value:0),time:(from:now-1y,to:now) instead of ?_g=h@ca43a8a

[majagrubic]

I think the problem is how we construct the path when doing a state transfer:
https://github.com/elastic/kibana/blob/305a7200e86458f449dc0f9a30f00acb250b0dba/src/plugins/embeddable/public/lib/state_transfer/embeddable_state_transfer.ts#L130

There is no path, and the in the application_service it gets set to a default path. I am not sure if that should take into account session storage.