SharePoint Online Embedded code Security

Hi there,

I am wondering if you can please help; I am working for a company who have switched off the embedding code for SharePoint Online. I am trying to change my SharePoint page generated from my Microsoft Team into something funky and fun, making use of the power to integrate with Yammer, Forms, YouTube etc. However they've stated that by switching on this capability it is Security Risk to the company so are refusing to do so.  

I get the feeling that this isn't the case but could someone please advise? 

Kind Regards,

Sean