Agreed on your point. We need a way to identify those links so that our browser or app can automatically open them through our own instance.
I am thinking along the lines of a registered resource type, or maybe a central redirect page, hosted by each instance, that knows how to send you to your instance to view the post there.
I am sure it is a problem that can be solved. I would however not be in favour of some kind of central identity management. It is to easy a choke point and will take autonomy away from the instances.