The way federation works is that when you subscribe, that community gets "pulled in" to your local instance. So when you go to https://myinstance.com/c/community@someotherinstance.com, what's actually happening is that you're interacting with a local cached copy of that community. Your instance then federates your interactions back out regularly, along with any other users from your instance that have interacted.

So, TL;DR: it actually makes perfect sense that the user - vote connection remains local