It’s not a iframe issue.
I removed iframe from skuid page and just added a field editor on page.
But still that skuid page is not working in Tab when i am using as Page Include in lightning experience.

I checked console and found that error in log : 

Hi Raj, 

I believe you cannot add iframes to lightning. This is why you would be able to do this in classic but not on the other. 

I have been looking for a way to do this but have had no success yet.

If I find a way I will post. 

Hope this is helpful!