I submitted a support ticket and Zoho support said "apologies, with the new update this is the way it is".

In Zoho CRM, Zoho Expense used to be tied to a Potential, so that when you clicked on the Expense item in a potential, you could create a Report/Expense right there, and have it automatically be associated.  Now, when you click on "Add a report", a "portal" into the full Zoho Expense app is opened, and you have to manually find your potential to associate, etc.  No other Zoho apps do this!  Zoho Finance suite has just what you need to see estimates, etc....Zoho Sign has a proper integration, etc.....but Zoho Expense now feels like it needs a full "webpage inside of a webpage" and the association to the Potential needs to be done manually.  Can there be an option to have it back the way it was?