I've been trying out Confluence Embedded Pages and even developing my own version.
I've noticed that they do not support dark mode.
Examples:
Microsoft Teams:

Jira Project Pages:

I notice that the "Powered by Confluence" footer does work with themes, but the actual embedded page seems to have been forgotten by the theme.
A simple way to test this is find a project page in Jira and toggle the theme.
Why don't themes work for Embedded Pages?
Cc: @Lennon Liao @Lakhan Rochwani @Dugald Morrow
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Aside: I'd also suggest 10px or so padding on the embedded pages just to stop the content from touching the edges of the iframe and the boundary of the parent product