Hi @Jeanmaradiaga, may I know what styles are you expecting to be loaded?
--> If you would like to load the styles/script from the embedded source, you can overlay the /libs/cq/xssprotection/config.xml to your project and change it but it is not recommended as said in the document itself.
"Although the AntiSamy sanitation framework rules can be configured by overlaying /libs/cq/xssprotection/config.xml, these changes affect all HTL and JSP behavior and not just the Embed Core Component."
--> if you would load your custom styles, place your embed component inside a container, and apply your own styles/scripts through client libraries.