Sure, that is a valid concern, but maybe that could also be mitigated by making it pretty clear that you can interact with content on other servers just fine, even if you're not from there. Perhaps a little note banner on the "Join Lemmy" page itself.

Regarding moving to another instance, that is not quite possible right now. There's no way to properly move an account to another server, you'd just have to start from scratch with a new identity. In the future, it would be nice to have proper account migration, or at the very least a way to import/export account data.