After enabling the two security settings Prevent clickjacking by adding a frame-breaking script to pages and Prevent clickjacking by adding an X-Frame-Options, iFrames do not display correctly in a document.
For example, say you have two documents, document A and document B. Document B is located in an iFrame within document A; however, when document A is executed, document B automatically opens and document A is closed.
The reason the iFrame is not behaving as expected is because the settings Prevent clickjacking by adding a frame-breaking script to pages and Prevent clickjacking by adding an X-Frame-Options are enabled.
To resolve this issue, navigate to the Web Admin page and unchecking the Prevent clickjacking by adding a frame-breaking script to pages and Prevent clickjacking by adding an X-Frame-Options checkboxes.
For more information on the Security tab in Strategy Web Admin, refer to the following article:
https://www2.microstrategy.com/producthelp/Current/WebAdmin/WebHelp/Lang_1033/Content/Using_the_Security_page.htm