[jdminhbg]

I'm not sure which hack Tweetbot is using to do this (I think search as noted below), but you can tell it's a hack because it only works for recent-ish tweets. If you go to a tweet a couple weeks old and view details, you can see that it won't fill in the replies.

[jeromegv]

Can confirm, Tweetbot never has "all" the replies.

[roberto]

The way clients usually do this is by fetching all mentions to the user after a given timestamp (of the original tweet), and collecting only those that are replies to the tweet. Since there's a limit on how many mentions you can get, you might not get all the replies.

It's been like that at least since 2013.