I’ve seen this mentioned a few times already: people wondering why certain communities don’t show up in their instance. You need to first search for that community via the magnifying glass icon and type in “!communityname@instance.domain”
Notice the exclamation mark at the beginning. Might take a few seconds. This will teach your instance about the remote community.
Other Lemmy sites having access to a cookie that says you’re logged in could be a privacy risk for the user.