When you edit a page's style and try to select an Embed widget to apply a style to, you cannot click directly on the embedded content.

Here's what to do instead:
  1. Edit the style for the page.
  2. Hover over the embed content so the blue border displays around the content.
  3. Click in the space between the content and the blue border.
  4. The Applied Style drop down appears on the left for you to select the style.User-added image