It's the same issue with the link you just posted. The discussion in that thread just mentions how you can't interact across instances. The link you posted is to a thread on lemmy.ml, and I'm only logged in to feddit.dk. Would be nice to be able to open the thread, and be able to comment straight away.
Like the two, ambiguous, links to comments in the web ui. One links to my instance for the comment, the other to the original. The iconography could be better, but at least I can interact with one of them :)