I used to have the same misgivings with Twitter threads being linked, but after discovering Privacy Redirect¹ (and Privacy Redirect for Safari²)—which automatically redirects Twitter links to a alternative Twitter frontend (like Nitter)—Twitter threads are much nicer to read.
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¹ — https://github.com/SimonBrazell/privacy-redirect
² — https://github.com/smmr-software/privacy-redirect-safari