Isn’t this like browsing any website? Each instance is a website. Browsing the website will give them your IP address. You can see, that the current content ist coming from another instance by checking the name (though I don’t know if every app shows the instance in that way). And as Lemmy is a Link aggregator (to my knowledge) it will provide links.

But of course we can discuss if lemmy instances should proxy all interactions with other instances. Coming with its own problems.