Not urgent at all.
Our client usually have 10-20 instagram embeds in one single entry.
The current preview might initiate a very long load time ( i have seen 28s) when loading into the entry editing page.
Plus, if some instagram embeds failes (say, wrong link, removed post), it's even longer.
Cache could help, but i think another option is just to not preview at all.
User might only want to check when they add it in the entry.