No, I'm pretty sure that's a quirk of how the fediverse works. Posts, comments, etc are in two places:
- the instance the community is hosted on
- your instance (i.e. unique to users of your instance)
You'll want the first (the permalink) for general posting, and the second for your own use. However, lemmy doesn't handle the first very well, so both options kinda suck.
I honestly don't think there's a good solution to this. We can make improvements though, such as lemmy figuring out that a link is a lemmy link, either through special syntax (like @user@instance or !community@instance) or checking a list of known instances, but the real problem is that users need to be aware of instances, and that's poor UX imo.
I'm working on an alternative to lemmy that solves this (and has a bunch of other drawbacks that I hope are acceptable), but I hope it's not necessary and someone more clever than me can solve it.