By default, the Matomo login screen will not load in iframe, as a security measure to prevent clickjacking. You can manually enable Matomo login screen to work from inside an iframe. However it is not recommended for security reasons. Learn more in this FAQ (the INI setting is enable_framed_pages).

Instead of loading the login screen in an iframe, you might want to use the logme() method to automatically log your users in Matomo remotely instead.