Yeah, that's annoying.

There is a universal link system (example), so someone could write a browser plugin but it demonstrates that this can be done by Lemmy itself and you see this in the links next to usernames and posts where you get the option of two links: local to you (a chain) and canonical (Lemmy pentagram). The problem is, the system would need to identify that the link goes to Lemmy instance and parse it accordingly and there is no standard URL. However, if you held, say, the top 40 instance URLs in an array and ran a quick check when rendering the page it would solve 99% of these problems overnight and you could flesh the link out a bit later on. The extra processing would be minimal.

edit: I asked @flamingos@feddit.uk (as they know more about the Lemmy code) and they pointed me to this which would resolve many of those issues, but also that using Photo gives you a "remote" and "local" version link at the top of the page to switch you back if you ever wander off instance.