When posting from Lemmy in my profile I can look for all of my posts but when I reply to a comment from, let’s say, a Mastodon account is not shown as my post because it was created from another account. Is there any way to link my accounts, at least in Lemmy, to show that all posts from a different account belong to the same person?
Other than linking your account in the bio section, not really.
Isn’t the point of the fediverse to have 1 account on all services?
In theory yes, but in practice each platforms on the fediverse have their quirks. For example, you can’t follow a single user on Mastodon from Lemmy, and you can’t downvote a post or a comment on Lemmy from Mastodon.