I honestly thought this was a feature and just got a nasty surprise.
Hoping I'm still doing something wrong and have missed a product announcement that it does now indeed work as we all want it to.
Prefill on forms embedded on an external site is not allowed generally as a security measure. You can get around it, and the developer's blog article here shows how to manually do this: http://developers.marketo.com/blog/external-page-prefill/ I can't speak for the Product team, but I doubt this functionality will be enabled by default. Progressive profiling will work, but prefill will not unless you manually enable it with the steps in that blog article
Not sure why that wouldn't work. Let me try again without the hyperlink http added: