Yeah, many links in the embedded blog posts don't work either, presumably because the target website doesn't allow embedding. On mobile I always have to open them in a new tab for them to work.
replySome browsers actually block embedded pages. Lots of mozilla based browsers will.
replyNo, it's the website owners setting a specific header (X-Frame-Options to SAMEORIGIN), as it prevents someone else from embedding your website and phishing for user credentials.
replyNo browser prevents that by default, but this tip is found in pretty much every "best practices" hosting tutorial, so it's very common to stumble upon that browser error in the wild.