Same problem here but there is a workaround... It's the app/website/viewer you use. I'm on Android, and the official app does this too but I've just downloaded a few others to test. I think they call this functionality deep linking. Basically the app goes and follows the link for you.

On Android the Connect app works. I used Boost before leaving reddit and am signed up on that waiting list.

What are you using to view Lemmy?