I believe they're talking about a situation where somebody is like ...

Wow, everybody check out this amazing thread! https://someother.instan.ce/post/1194109

Anybody who sees that link and is not already from someother.instan.ce now has to track down that post on their home instance in order to interact with it, which is a bad experience. It's not the absolute worst thing in the world, like the home URL for the discussion we're in right now is https://lemmy.world/post/1194109 and if you paste that URL into your local domain's search it should find you the relevant discussion locally, but it still kinda sucks. In theory this would be sort of solve-able on the server end by having it search for any instance links behind the scenes and re-write other people's links to point to the equivalent page on your own instance, but right now there's no "nice" way to handle that situation.