The Embed page is supposed to be empty. This blank page is used to generate the embedded contents on. The actual Embed feature and embed code is generated by the Embed/Share button that is at the top where you added the shortcode inside your page or post’s contents.
Please leave the embed page empty and do not delete that page. If the page is automatically added to your menu, you can remove that from your menu by going to Appearance->Menu. We also recommend that you turn off the option to Automatically add new top-level pages to this menu.