Anecdote is not the singular of data, but I have been able to send/receive long messages using Android and iPhone on AT&T.

Just yesterday I even noticed Android's core SMS app is even nice enough to tell you when the message is overflowing into a second SMS, so you know that you and the recipient will get billed for more than one SMS. Which brings me to another idea:

Perhaps the billing issue is more of a concern as well -- receiving concatenated messages certainly would cost more for (American) users not on unlimited SMS plans, and presumably would cost more for Twitter to send out through their gateway?

That could very well be. We're underprivileged when it comes to mobiles, unfortunately.

Just out of curiosity, do US carriers allow you to send inter-carrier MMS and can you transfer your phone number between carriers?

Yes, they let you send inter-carrier MMS and you can also transfer your number between carriers.