Really depends on what you click on. Twitter and Facebook both have most clicks keep you in the context of the feed with modals or in place expansions. But every now and then some action they haven't fully accounted for takes you to a different page and then bam you've lost your scroll history.

But regardless of what they do, a lot of our content in our feeds doesn't lend itself well all the time to modals and expansions. People want to click into something and check out their contacts history, do some kind of work, etc. and still get back to the feed at the right place.