Content is effectively "Synced" to Lemmygrad. So if you are reading something from !technology@lemmy.world, you're actually reading it from the Lemmygrad server located at lemmygrad.ml/c/technology@lemmy.world. So no, unless you are connecting to their domain address explicitly, those domains are not getting your TCP/IP connection.
I'll note, this is why you should probably use a VPN to access the internet generally if you are concerned about privacy.
- Your home network provider knows your IP address and what domain address (but not the pages contained within) you visit.
- Your mobile provider knows your phone's IMEI number and its assigned IP address (though I'm not 100% sure about this exactly because you might get a new IP depending on the tower or network you connect to while moving around the world). But your IMEI number uniquely identifies your device, and some website analytic systems capture that data. It should be assumed they have a historical record not unlike the one your ISP has.
Using a VPN means all your ISP/Mobile provider sees is you sending data to a VPN server over HTTPS, and that's it. Services like NordVPN claim they do not keep logs on their system, and so if a government was to request your account's history, they likely can't provide that. They operate a Warrant Canary, here which in principle should give you faith that they have upheld that mission statement.
I use Nord on my phone and via their browser extension, and I have them set to auto-connect so they never turn off, and use their local discovery and bypass features to allow list sites and local services that get angry about my devices being on a VPN. I've been doing this for maybe two years now, and I've never noticed any material impact on the quality and speed of my connection.
This is not an ad for Nord 😅, I just think they're practicing what they preach.