Hi krital,
as Ilkka said, this most probably is a security-related issue. Never tried with iFrames within WRT widgets, but the behavior you describe is exactly what happens when you try to access the content of an iFrame coming from a different domain.
Anyway, a test on a real device would be probably useful.
As a possible workaround: you could try loading the remote resource with a classic XMLHttpRequest object, and then manually setting the iFrame content with the responseText retrieved from that request. Not sure if it can properly work, but a test would clarify this
Hope it helps,
Pit