Does iOS 8 allow me to share URLs without opening them first?
Sorry no, you are correct in that the only options for a URL within Mail are to Open, Add to Reading List and Copy the URL.

I tried the third-party email app Mailbox and it doesn't actually recognise a URL and offer any options. If you hold your finger over a URL it just selects part of it and offers to Copy or Define it.

I also tried the Gmail app and it just offers the same three options as Mail.