[UPDATE: Sorry, I didn't notice that this is for a specific plugin. I'm having this problem without using any specific plugs for WordPress, but the behavior is identical. Maybe that's a clue, so I'm leaving my post here.]
I'm glad to see that someone else is having this problem. Well, not glad... but relieved at least that it's probably something larger than just my machine.
The widgets show up on Facebook and my blog site, but only the large play arrow registers as a button, and it doesn't do anything when clicked. All of the other controls don't change the cursor to indicate that they're live.
Interestingly, I have the "use HTML5" button checked in my Soundcloud profile, so shortlinks should use that, but the widgets appear to be Flash controls when right-clicked.
Everything works fine on the Soundcloud site itself.