Indesign can embed all linked files into an INDD, except for at least one file type: INDD. You place an external INDD, you can't embed it. If you share the main INDD with other people, they have the external files separately, but Indesign cannot find them, because of different paths.

Also, embedding files into an INDD is used to create a snapshot or final version, which isn't possible in this case. The reason to embed an INDD instead of a PDF created from it is the work flow. If you modify the external INDD, which may be used in several main INDDs, you would have to export a new PDF every time.