I have noticed last night on my mobile that on mobile devices it initially loads up with the link, then a few seconds later it will replace with the embedded tweet. I think that's actually a good feature in how it's doing it, as it means if you're out and about on a slow connection loading the full tweet in doesn't delay the rest of the page load (and for impatient folks, they can always follow the link if the connection is poor enough that the embed takes aaaaaaages).