Very simple, from the source:
Lemmy Universal Link Switcher, or LULs for short, scans all links on all websites, and if any link points to a Lemmy instance that is not your main/home instance, it rewrites the link so that it instead points to your main instance.
In essence, any Lemmy link you come across is automatically redirected to your home instance. It’s also easy to customise, you can add/remove instances and prevent it from working on particular sites (or force it to only work on sites you wish).
Can be installed with Tampermonkey or ViolentMonkey (or similar tools).
note: this may also work just fine on mobile browsers that support extensions (and would likely help direct your browser to opening your lemmy app - if you have one - more often), but I haven’t tested this.
https://sh.itjust.works/post/36117903/18008043
Click this and then try to post a comment. There’s the issue.
The script redirects all links to your home instance. You posted that comment from https://lemmy.zip/ which is where you have your account, hence no issue. If I link you this post from another instance (see above), you won’t be able to interact.