I think this is probably the only way to do it. But they need to be curated by someone. The reason it can't happen automatically is based on how federation works on lemmy and kbin.
That is that an instance doesn't know about the communities another instance has available (it doesn't even know about any other instances). When a user specifically searches for a remote instance, then it contacts the instance and then knows about it.
But this change could work in that someone on the instance can search out the various communities and create the merged group.
Of course when you reply you'd only reply to the community that post was from but actually that's fine because anyone in the combined group would still see it.