When calling, wp/v2/posts/1 (for instance), the following links are returned in the JSON response:

"_links": {
    "http://v2.wp-api.org/term": [
        {
            "embeddable": true, 
            "href": "http://.../wp/v2/terms/category?post=1", 
            "taxonomy": "category"
        }, 
       // ...
    ]
}

But when calling wp/v2/terms/category?post=1, all the available categories are returned instead of just the ones of post of id 1 in this example.