They don't give the option in "Shorts" by default, but it's really easy to get to it.
In your browser location bar, change the "shorts" part of the youtube link to "watch" and visit the link. You'll get the same video in the standard Youtube shell, with the standard embed option available as the first on the list when you click Share.
For example, change...
https://www.youtube.com/shorts/kJlp_KjQD74
...to...
https://www.youtube.com/watch/kJlp_KjQD74
...hit Enter/Return and the video will come up in a normal Youtube page. Then click the Share link and Embed will be the first option.