iFrame issue: Not able to embed iframe in connect app

We have to embed YouTube video on “Get started” page in our connect-app. It seems that Atlassian has blocked the ability to open any links from within the iframe, resulting in the following error in the console:

Refused to display ‘https://www.youtube.com/’ in a frame because it set ‘X-Frame-Options’ to ‘sameorigin’.

Can you please assist us with this issue? It’s currently blocking the progress.