It’s a bit annoying, but I think (someone correct me if I’m wrong!) you would need to paste the link to the kbin communities you want to join or interact with into your lemmy instance (e.g. lemmy.world, lemmy.ml) in the format of !communityname@kbin.social (with the exclamation mark) to see that community as the federated cached version available to your instance. You can then subscribe to the community while viewing that way to see it in your feed going forward. This works best on desktop, or desktop view in a mobile browser.

But yeah ideally links in lemmy would link to the ! link if available, and not the /c/ link so that you stay in your logged-in environment.