Yup, there is no UI to do it manually, but you can email the people at KDP and they will link the book for you. I've waited for it to happened automatically in the past, and it hasn't worked out for me.
Once linked, you can also do cool things like offer the ebook at a discount (or for free) if they buy the print version.
Having both versions on the same page really makes the whole thing look more 'professional'.
...and this is done now. The books are linked up. Once Amazon finishes processing the change, you'll be able to buy the Kindle version for $3 after you buy the print edition.
I am!
> you can have the kindle and print versions 'linked' so they appear on the same Amazon page.
Yes, from the docs I read, Amazon does that automatically, but it can take a few days. I couldn't find any UI to do the association myself.