The link could very well lead to malicious javascript or a phishing site, yes. You could be a hacker, troll, or foreign rabble-rouser. We can't tell. And the audience on Lemmy has a lot more sysadmins, programmers, and other IT people than the average. A lot of us have had to clean up a corporate network after a ransomware attack. We're aware of the risks of clicking on the wrong thing in a way you may not be.

The site you linked to looks suspicious because it's unfamiliar, it shows only a login screen to anyone not logged in (and nothing at all if you visit it with Javascript off, which is a wise precaution for dubious sites if you're going to visit them anyway). Now, granted, if you are not the owner of the site, this is not your fault. It just doesn't help your case.

If you had a history on Lemmy, we'd have some basis for determining whether or not you were legit. Since you have none, we have to guess, and the default is to not trust people.

It isn't that you did anything wrong, exactly. It's just that many of us aren't willing to take the chance.