In the JCE Control Panel, click on the Editor Profiles button.
Click on the Profile name that the user, usergroup or component is assigned to, eg: 'Default'
Click on the Plugin Parameters tab, then on the Media Support tab.
Check that the Allow IFrames is set to Yes.
More at https://www.joomlacontenteditor.net/support/faq/editor/iframe-removed-on-saving