Each instance stores a copy of the messages and posts on the other instances. Federation means the posts and messages sync across the different servers every so often. Ideally this would happen instantaneously, however sometimes servers can get overloaded and take a while to sync comments.
I see you're on lemmy.world. This instance is usually quite fast, but it has been a little slow over the last 1-2 hours (not sure why, could be any number of reasons). That means the syncing of messages may be delayed. Give it some time and the messages will come through!
Another potential reason is, kbin and lemmy use the same software but are slightly different. kbin-lemmy federation was only possible 2-3 days ago (before that you can only sync across lemmy instances) so it may be a little buggy.