Part of the idea behind federation is that by only accessing content through your specific instance, you actually reduce the load on the instance you're browsing to, because your specific instance federates (essentially "caches") a local copy of the remote content. So by trying to obtain a direct "global" link to the original you're bypassing a lot of the natural load sharing and that is inherently undesirable for very large instances like lemmy.ml is becoming. As long as federation is working smoothly, you are losing no inherent information about the post by sharing a link to the post from your lemmy.world instance vs lemmy.one, lemmy.ml, or any other instance, whether the post is original to that instance or no.
Besides, the information about the "server/community/post" is sort of baked into Lemmy's UI with how it defines locations within Lemmy (eg. [email protected], tells you right off the bat the community is on the Beehaw instance, same for users). That's just down to user's learning knowledge about how the Lemmy system is laid out and displayed in the UI.