If I click the link you provided, my browser takes me to Lenny.ml. There I am not logged in and my credentials from feddit.de are not working. So I cannot post there.
I think it only works if the link points to a community on another instance. Like !memes@lemmy.ml . Maybe this is the intended behavior.
The downside is, you can not visit an instance and view the local communities and their post and interact with them. This makes it a lot more attractive to join the instance where the communities are you want to frequent.
Edit: the link to the community does not work either for me. But I am kind of sure, that there are links that work as intended and make you just view the community from your own insurance…
Test