Since the URHO3D_PCH build option is made available to support non-PCH build, our build system does not rely on precompiled header to include the Urho3D.h export header anymore. The export header is auto-included by one of Urho3D headers when it is required using the right format with the help of URHO3D_IS_BUILDING compiler define. As such, there is no need to explicitly include Urho3D.h in external project too. Sorry for the flip-flop.
It is now a library user own's responsibility to include the Urho3D.h in their source code. Or to include it as part of their own precompiled header similar to what Urho3D project has done.