If you visit a popular community like /c/[email protected] with your web browser, the images shown are hotlinked from the Lemmy instance that the person posting the image utilized. This means that your browser makes a https request to that remote server, not your local instance, giving that server your IP address and web browser version string.
Assume that it is not difficult for someone to compile this data and build a profile of your browsing habits and patterns of image fetching - and is able to identify with high probability which comments and user account is being used on the remote instance (based on timestamp comparison).
For example, if you are a user on lemmy.ml browsing the local community memes, you see postings like these first two I see right now:
You can see that the 2nd one has a origin of pawb.social - and that thumbnail was loaded from a sever on that remote site:
https://pawb.social/pictrs/image/fc4389aa-bd4f-4406-bfd6-d97d41a3324e.webp?format=webp&thumbnail=256
Just browsing a list of memes you are giving out your IP address and browser string to dozens of Lemmy servers hosted by anonymous owner/operators.
Ever heard of a VPN?
If you use a VPN, the analysis of timestamp probability in logs is still going to reveal that you are likely the user who made x comment at y time. Another lemmy instance you never signed up at can start to look in logs for your comment id: #734995 and cross-reference it to image loading.
This can happen with literally any web host. It’s not something exclusive to Lemmy, I’m not sure why you’re acting like it is?