Certainly a fair remark, though just for clarity I'd like to point out this is simply the nature of twitter's image hosting/linking, not a shortcoming in the addon. File extensions are a mere semantic convention and mostly only relevant in filesystems for human users. In HTTP-hosted resources, they're a mere courtesy a server/URL can decide not to offer. Other websites will similarly not include a file extension, and there's little an addon or browser can do about it (especially in firefox, which still doesn't implement filename manipulation for addons).

I just checked again, and the file extension could be derived from other data in twitter's URLs, but it would require both the missing renaming implementation in firefox as well as special handling code in my addon just for twitter. The latter I indeed choose not to implement, even for the chrome-based browsers that would support it. :)