This is apparently a 'nuance' of the Squarespace editor. If you put the page live and view it should show. If not Squarespace support can resolve this loading issue directly with you. An article from their support pages covering this issue is available here.
I've embedded Gymcatch on my Squarespace Business account but it's saying 'Script Disabled'. Why is this?

Written by Ollie
Updated over a week ago
Updated over a week ago