The CSS Inlining transformer auto converts embedded CSS into inline CSS. You can turn this on by opening the Transformers tab above the editor and enabling Inline CSS.
Once Inline CSS is enabled, you'll have access to a further set of customizing toggles. You can enable/disable any of these as fits your needs. The state of those toggles will be remembered and maintained if you deactivate and later reactivate the CSS Inlining transformer.
Any style tab with data-embed or data-ignore-inlining attributes will not be inlined.