In the meantime I remembered the existence of Nitter (and that it still works!), and there the screenshot is a JPEG, too, but in much better quality (https://nitter.net/pic/orig/media%2FF0mvPmYaYAEUxU9.jpg). So it seems like, yes, the tech CEO publicly posts graph images as JPEG, but he does it in good quality, and it's the photo sharing community's microblogging service that kills the image uploads there by compressing them to death.

EDIT: In the next meantime, Threads itself seems to be dead, at least the embeeded tweet (or thread, or whatever they call it) in the Verge article has been replaced by a "View on Threads" button which leads me to an absolutely blank page.