The main problem we see at support is indeed another widget that causes this. The reason for this is that another widget tries to overwrite jQuery, which seems fine for most widgets. Unfortunately, this means that a plugin like oEmbed will not be loaded.
This issue has come up a couple of times, so I am trying to see if we can remove this dependency somehow, or in a way that does not make it possible for another widget to overwrite jQuery. We encourage widget-builders to rather not use jQuery anyway. (I'm going to remove this from the boilerplate as well)
The issue was solved by Mendix Support. The issue was another widget (Stripe Client) wasn't working correctly, although we weren't actually using it. They said:
"Removing the widget StripeClient from the widgets directory resolves this issue."
Sorry this probably won't help many people, however, it does confirm that the issue wasn't with CKEditor, but was in fact with another widget.