User accounts are fragmented and just because you signed on at lemmy.world doesn’t mean your account exists on lemmy.ca.
https://github.com/LemmyNet/lemmy/issues/1985
Communities are fragmented and /c/games on lemmy.world is completely different than the one on lemmy.ml with its own users, set of posts, etc.
Lemmy does not currently allow for instance or user migration.
https://github.com/LemmyNet/lemmy/issues/3057
Nor does it allow for shared communities (ie the aforementioned /c/games is unified across multiple instances)
https://github.com/LemmyNet/lemmy/issues/3100
We are in the early days. If you’re eager feel free to join in the development on these any many other core issues. There’s real potential here.
If you’re looking at subscribed or All they do, but the local feed is the default, and that only shows stuff on the local instance, in this case lemmy.world.
If you mean your profile, that will show all your activity on every instance.
You can change the default in your user settings.