Hi,
You are using a JS library which tries to lazy-load the iframe (I think).
But this isn’t the issue.
Your Matomo instance is sending X-Frame-Options: sameorigin (You probably added it once in your webserver config together with the XSS-Headers. But as the Website and the Matomo instance are not on the same origin (different domains), the website isn’t allowed to embed the iFrame.
So you’ll need to change the header.