I normally do that too, but the other day I wanted to post an animated gif and tried the iframe and it didn't work.
I've always posted gifs in the same way as pictures. I'd always seen the iframes method listed for things, but I didn't understand how it worked or what I was supposed to do with it, so I never tried it.
Thing is, I tried to download the animated gif but Giphy didn't let me do it. They do offer an iframe, but I guess that doesn't work either...
Edit: Now posting the URL works, but iframe still does not.
This is all interesting because it can save me a little time and data when I want to post a picture or gif.
<a href="https://testmy.net/db/0a0-cDNBs">TestMy.net Test ID : 0a0-cDNBs</a><iframe loading="lazy" src="https://testmy.net/db/0a0-cDNBs&f=1" scrolling="no" frameborder="0" height="370" width="100%"></iframe>
Good to see it's not just me.
Has it ever worked for either one (giphy and testmy), as far as you know?