Except it wasn’t created on lemmy.ml, it was created on lemmy.world.
lemmy.world then informed lemmy.ml that it is intended to be published in the community that it was created for.
It doesn’t say “crossposted from lemmy.world” but “crossposted from canonical_post_url”. This is not wrong in any way, although it might be a bit confusing and could likely be improved by including a reference to the community. The instance domain should for the most part just be a technical detail there.
It should also be noted that this format of crossposting is an implementation detail of Lemmy-UI and other clients may handle it differently (if they’re implementing crossposting in the first place).