Interesting, thanks. But then it requires fbcdn.net to be whitelisted in the DNS server, which I won't do.
But checking with a proxied browser also gives a limited UX, "Get the Threads app to see more from ...".
In any case, they're halfway there.
Where do you see the "get embed code"? I found "copy link" under the three dots in the upper right corner, but no embed code. Is it because I'm from EU and so I can't access the share menu?