yes of course… think about that for a minute…
you as site owner, can modify any page template to add an iframe to the theme template file and have it display… or you as admin, or any other user you trust to give author role to on your site, can create an iframe in a post or page…
but in the forum, that would mean anyone who can post, often a guest, could add an iframe and hijack your site or trick users into clicking on things or being routed to malware site by simply including an iframe in their post…
it would be a huge security risk to allow iframes in forum post content… so we strip out iframes…
now, its possible that it could be a new permission or only be for certain usergroups, etc… but its a lot of work and care on the users to make sure you dont leave a security hole open… so at this point, we just flat dont allow them…
general reads of your wp posts/pages cannot add an iframe in a comment, for example…