Unless lemmy devs have changed something since last year, this shouldn't be the case, there's a bug in there.
All interactions are recived by the instance hosting the community, and that instance is responsible for broadcasting that interaction to each instance where a user subscribed to it is hosted.
So, mastodon is only responsible for sending the upvote to feddit.dk and then feddit.dk to all other instances.
Ohhh! Now I understand!
Yeah, then that's an issue on mastodon.
I mentioned some time ago, the fact that mastodon and Lemmy use the same protocol is annoying, because the experiences are different, so it causes a lot of issues :/