That should just work. You view the post on your own instance and reply there. That reponse trickles to the other instances.
It may take a while to propagate though. The paradigm is close to that of the ancient nntp news groups where responses travel at the speed of the server’s synchronisation. It may be tricky for rapid fire conversation, but works well for comments of articles.
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.