Yes you can. It is an User preference option stored in the right overflow menu of the actionbar:
 

That option is not visible for me. I am using the ‘Complete’ user profile in IAM. All possible rights are granted to the underlying view. The screentype action bar has ‘UP cube view’ enabled.

What could be the cause?

Your meta url on the login page has to end with “.../iam/iam” for this to be supported. Might that be the cause?

I am using IAM as meta URL. Other user preferences work fine, I can for example create a custom prefilter on the same view. Only the option to save the cube view seems to be missing. I also tried making a new user profile but that didn’t help either.