Dashboards always deploy to default space

I am trying to get started with sample dashboards for Metricbeat, but I need to have them in separate Kibana spaces. I know about the

setup.kibana.space.id: "space-id"

option in metricbeat.yml, and I have it set properly pointed to a space I want the dashboards in. However no matter how many times I try to run

metricbeat setup -e

dashboards always upload into the default space.
I thought maybe there is something wrong with the config, but the config test returns OK, and I've even tried overwriting the space.id like this:

sudo metricbeat setup -E setup.kibana.space.id="my-space-id" 

with the exact same result.

Is there something I can do to debug what's the issue?