So the reason is historical.
There was a time when Twitter was the source of information. So people got used to linking to Twitter because that's where the conversation started.
However linking to Twitter is an extra step. If I sent you the message,
"Finally! I knew I was right!!! twitter.com/some/tweet/abc123"
then you have to click to know what I'm talking about. If I include inline the tweet "@nasa: Red balloons are stronger than blue balloons" then you have all the context immediately in whatever app you saw the message.
Plus what if that tweet is taken down/deleted? Now I have to explain what was said.
A solution to this is inline previews. Many news sites use this method and many apps provide an inline preview. But this doesn't always work, especially if sites, like Twitter, would prefer you to follow the link.
Another reason is how people use social media sites like Reddit or Lemmy. Many of these apps/sites default or have an option for a "card" view or layout. The card layout is great for images, but not so great for text.
As an example visit https://vger.app/posts/lemmy.world/c/asklemmy , which defaults to the card/large view and just start scrolling mindlessly. If you visit right now you see a large man's face, a bunch of text, and then eventually a Toy Story meme.
Now try, https://vger.app/posts/lemmy.world/c/workreform and do the same. You get nice big pictures, mostly tweets, but big pictures. The giant photo of Mitch catches the eye and you can quickly see the context.
Now try both communities again, but switch to the compact view. It's a completely different experience.
It's also why sometimes you get communities where the title is the same for every post or "I can't think of a title". The title isn't important, it's just images.
That isn't to say that I think one layout over the other is wrong, it's just a different way to explore.