How did you send the request? If I use that embed.bsky.app/oembed link with a an HTTP GET I get JSON in response:
Code:
{
"type": "rich",
"version": "1.0",
"author_name": "Alexandria Ocasio-Cortez (@aoc.bsky.social)",
"author_url": "https://bsky.app/profile/aoc.bsky.social",
"provider_url": "Bluesky Social",
"cache_age": 86400,
"width": 600,
"height": null,
"html": "\u003Cblockquote class=\"bluesky-embed\" data-bluesky-uri=\"at://did:plc:p7gxyfr5vii5ntpwo7f6dhe2/app.bsky.feed.post/3ldhirk3zcc2c\" data-bluesky-cid=\"bafyreicdxbmcddjjho4zdtfw6xinbnr2b2ywzgdvup7sl66sue4cexumbm\"\u003E\u003Cp lang=\"en\"\u003ESTAY POSITIVE!\u003C/p\u003E— \u003Ca href=\"https://bsky.app/profile/did:plc:p7gxyfr5vii5ntpwo7f6dhe2?ref_src=embed\"\u003EAlexandria Ocasio-Cortez (@aoc.bsky.social)\u003C/a\u003E \u003Ca href=\"https://bsky.app/profile/did:plc:p7gxyfr5vii5ntpwo7f6dhe2/post/3ldhirk3zcc2c?ref_src=embed\"\u003E2024-12-16T23:38:54.582Z\u003C/a\u003E\u003C/blockquote\u003E\u003Cscript async src=\"https://embed.bsky.app/static/embed.js\" charset=\"utf-8\"\u003E\u003C/script\u003E"
}
That iframe code though would still require some Javascript to make that request and embed that iframe html into the page.