Hi, I am experiencing exactly the same behavior and described the problem for the statuses/friends call at http://groups.google.com/group/twitter-development-talk/browse_thread/thread/c63e3288e76ed581 and in issue http://code.google.com/p/twitter-api/issu/detail?id=1121.
Other calls to retrieve a status like statuses/friends_timeline or users/show do not have this problem and include new tweets of protected friends right away in the response. Unfortunately they are not useful for the use case of my application. Therefore, I am also very interested in a fix of this problem. Thanks and best regards, Frank