Some web sites explicitly disallows "embeddeding" in other content, which is what Blocks needs to do (i.e., embed it as part of a larger Blocks presentation).

This is disallowed by a website by specifying the "X-Frame-Options: SAMEORIGIN" header in its reponse.

https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/X-Frame-Options

Depending on whether you have control over the browser used by Blocks, you may be able to circumvent this using an extension such as this one:

https://chrome.google.com/webstore/detail/ignore-x-frame-headers/gleekbfjekiniecknbkamfmkohkpodhe

This extension can be used as a work-around for this problem. Note that it works on Chrome only.