association_id appears in the returns of /users/{ids} for user's who have existing associations.
... more ... "
up_vote_count": 871,
"down_vote_count": 48,
"accept_rate": 82,
"association_id": "f403b833-81b1-421c-96e6-ede6e9efb3c4",
"user_questions_url": "/users/80572/questions",
"user_answers_url": "/users/80572/answers",
"user_favorites_url": "/users/80572/favorites",
... more ...
While it is possible for a user to have a Stack Exchange network profile independent of associations, this ability did not exist at the time of the 1.0 API release (when the /users/{id} method was added) and as such isn't really exposed natively yet.
With regards to the CC data dump, we don't include association_id as it hasn't been very stable historically.