Links to other instances always say I'm logged out (which, technically, I am) that makes the link useless.
For example, I am logged in at my home instance of https://midwest.social
If I click a link to go to https://lemmy.ml/c/lemmy_support it takes me to that community, but I am not logged in (to lemmy.ml) so I am unable to meaningfully interact with it. I have to manually edit each lemmy URL that I go to in the URL bar in order for me to go to that community with my lemmy account.
I've been a system administrator for 20 years, and this took me a few minutes to figure out. "Casual" users are just going to be SOL since they aren't going to be analyzing editing URLs to make them work. I feel like the only want to fix this is to have a browser addon intercept any lemmy URLs and modify them to work based on your home instance.
Am I doing something wrong, or is this just how it is?
No, it's required. To me your link points to nonexistent /c/main on my instance. It looks redundant when you're viewing in the same instance, but people from other instances need it: You want me to see https://suppo.fi/c/main@midwest.social, and not https://suppo.fi/c/main.