Yeah you can choose the instance your profile is on or where your browsing but you can't choose what instance a post was made on. If I see a meme on lemmy and want to share it with a friend who doesn't know about lemmy depending on how I get the link it could either be for the cached version on my instance or the "actual" link on the instance where it was posted. It seems the default behavior on the web ui for the share button is to do the cached version but depending what client you use this can be different.

It makes adoption harder if when people actually do try to spread posts the person on the other end is afraid to click it.