The frame-ancestors value acts on the source of the iframe not the document framing it. Setting CSP on your page will have no effect on the framing. Think of frame-ancestors like X-Frame-Options on steroids: it restricts what is allowed to frame the content. Gist intentionally does not allow directly framing gists but instead provides a way to embed a Gist.
frame-ancestors 'none' == X-Frame-Options: DENY
