I don't think it is supported just yet on Primal. I see there is an open request for it: 
GitHub
TIDAL Embeds (and all other with OEmbed?) · Issue #76 · PrimalHQ/primal-web-app
Summary Doesn't look like Primal uses OEmbed to embed rich content. So sharing for example a TIDAL link does not present an embed player instead of...
