Hi sgheysens,
Everything being rendered is a tile in Power BI. The smallest unit is the "Visual" type tile. E.g. a pie chart, or a matrix, or a table, etc. Then you can put one or multiple of them on to a tab of a report. That makes a "Report" tile when you are about to embed a tab of a report.
When you are embedding a visual tile, then you don't have the rest of the UI, but the visual itself. But you can also embed the whole report, or a tab of it as well, then the UI may be different. For embedding a single tab, it will look the same, but for embedding the whole report e.g. the filters will show too.
In your case I suppose that you retrieve the URL to report type tiles, which explains why the iframe fails to render them. If you switch to an individual visual tile, then it will work. But with report tile it is not supported (yet).
I hope this explanation helps.
Cheers,
Tamás