Unfortunately, we don’t know for sure why a tweet has been removed unless that person tells us, but it seems that Twitter is hoping to give users more context. According to the company, “We’re fixing the issue where you see so many “This Tweet is unavailable” notices in conversations. This is usually due to deleted or protected Tweets, or muted keywords. In a few weeks, you’ll start seeing more context on each notice to help explain why Tweets are unavailable.”
Twitter has been making some changes as of late where they are changing how tweets are displayed. For example, recently the company rolled out some changes where if a public figure using Twitter were to publish tweets that violates the company’s ToS, Twitter will display a message showing that the tweet has been hidden due to a violation, although users will still have the option to view it if they want to, but ultimately it is designed to reduce its reach.