HTML iFrame in Power BI

Hi Everyone,

I'm trying to use iframe view that I created in PBI Report to open responsive HTML page that also has iframe (contains pptx, docx, png) and it keeps loading as a grey screen with a message "login.microsoftonline.com refused to connect". If published to PBI service, it shows as white screen with the same message. HTML page resides in SharePoint. I can load a website with no problem but it would not load HTML page I created. What might be the problem to loading HTML page into iframe in PBI? Is there a better way to embed iframe with responsibe HTML page into PBI? 

Thank you in advance!