Laney_Beldon this is because of Flarum’s default cookie settings. This behaviour can be overwritten as described here, however IMO you should always just link your custom domain and refrain from embedding Flarum because that almost always causes different issues with extensions, security, etc. - then again, I don’t know what is your use case for using iframes for your forum. Perhaps there is a better way to handle things?
Anyways, if you want, tell me your forum name and I’ll overwrite the cookie behaviour for you in your forum config.