Lemmy will automatically provide a cross-post link underneath (although I'm not sure if it will do so with an edit, would love it if you could try so we can find out).
Because you might not want to visit another instance - the instance you register with is the one you trust with your traffic. Who knows whether the other instance is running pure lemmy or is compromised somehow with alternate code. Also, you're simply not logged in to that instance, so you can't interact with the post there. And there's the fact that linking to a post and not an image doesn't let you expand the image in situ.