Accessing X/Twitter now requires logging in. EagleFiler doesn’t know your account information, so unlike with most Web pages, it can’t just fetch the page’s URL itself in order to import it. The Importing Private Web Pages section of the manual describes several other ways that you can import from logged in pages, however EagleFiler also has special support for X/Twitter.
If you press the capture key in Safari, Google Chrome, Brave Browser, or Microsoft Edge, EagleFiler will read the information directly from the browser and create an HTML file with the text content of the tweet and links to the images.
In order for this to work, you may need to enable some extra permissions, as described in Enabling JavaScript Access in Web Browsers.