I've recently done some work where I needed to use Iframes, and that's when I learned that some big websites don't allow you to embed them in an iframe. For example Google and Facebook (and many others)...
But I haven't found the information on why that is so. I very much doubt that Google or Facebook mind waisting resources that way or something, it doesn't make sense. So I thought maybe it's a branding thing, because they don't want their logo appearing inside some other stupid website.... But then, how come Microsoft Bing allows it?
Just as an addition to this post, I'd like to add that as weird as it seems (to me at least), the downloadable phpMyAdmin also doesn't allow it. It seems pointless to disallow it on a product that is free to download and to use for whatever, and that is also open-source, so removing that restriction isn't really a problem.