Actually that behaviour is very annoying to other platforms. Mbin for example can only link to the lemmy server this user is on and no longer the local profile of that user.
Example: @ user @ lemmy.instance gets converted to [@ user @ lemmy.instance](https:// lemmy.instance/u/user
so on mbin this does not open the profile of the user on the local server, but instead links the lemmy instance, so you leave your instance to view the profile.
(spaces included so this won't get converted to mentions, etc)