In the past when I've tried to link to a website that prevents displaying their website inside an iFrame, the test link shows me that error during the creation of the web object. That error is not happening in this case. I only see the problem on Review 360 - not when I test the link. Which is what I thought the test link button was for - prompting my question in case there was something I was missing. When I change the display option to "display in a new browser window" they open in a new browser window as expected.