Nah, you still don’t need to open their own link. That’s something that’s I think is in the works to be streamlined but is doable with browser extensions, when you click on one link you should get to open the post’s “local” copy on your instance, which would allow you to post your comment there, and that local copy would sync with the original in a bit so that your comment displays there as well. You should still be able to see the post’s local copy if you preface it with your instance’s url, but for doing it automatically yeah, third party clients are doing it already I believe and you can do it on your browser via userscripts. Editing to add that if you’ve subscribed to a particular community and are seeing it’s posts there on your feed, you are basically doing just that, seeing it’s local copy on your own instance. Which is why you can comment on them without needing to login on to the original community instance.
It’s in a similar vein to having RES for reddit. I never used it without it, so I don’t mind it. But yeah, it’s something that is being planned to be inbuilt by default so I still don’t think you need to make an account elsewhere by any means. It’s just appending the post link to your own instance’s link. And again, all third party clients already do that by default. I’m on wefwef and it’s been a breeze. Till then, if you’re browsing on a desktop browser, this userscript does the job - https://greasyfork.org/en/scripts/469273-lemmy-universal-link-switcher The biggest benefit to having it would be that it rewrites the links not just on lemmy, but on other websites that have hyperlinks to it too. So even if you’re browsing a website that shares a lem.mee link, it will open up on your own instance instead. Super useful to have not just for using inside of Lemmy, but outside of it too, for a seamless experience.