I've been trying, with no luck. Setting the ASIN isn't enough. So either it's hidden in some other EXTH field, or Amazon is just going out there and tying stuff via your account. Honestly, I think it's probably the latter.
...I suppose one way to test it would be to buy the ebook for an audiobook you already own, and copy the ebook to your Kindle while it's not connected to the Internet. I'll have to see if there's any in my library that I don't own an ebook for yet, and see if I'm willing to pony up for the cause.