On the older interface version of Confluence Cloud, the space key is not populated in the URL when the web item is located in system.space.sidebar/main-links. I have made a simple example add-on along with some screenshots. The add-on is also hosted here: https://s3.amazonaws.com/space-key-test/atlassian-connect.json

Please note that this only affects the older interface version, not the new ADG3/Atlaskit version of Confluence Cloud (screenshots for this also included).