I'm not saying it's technically impossible, although it would likely be a bit challenging to integrate on the technical level, as the community instance has no authority to modify the post itself other than removing it from the community at this point.

The existing fedilink is already present for technical reasons anyway, so this is currently only showing existing data.

Why would you want a lemmy.ml link though? On Lemmy you're typically intending to stay on your own instance, which many third party apps already implement. For Lemmy UI there is already a feature request to implement this, although it might still take some time to get done. If you have the canonical link to an object (which will always point to the users instance) Lemmy can look up which post/comment you're referring to in its db without any network calls when it already knows about the entry. If you were linking to the lemmy.ml version of that post then the instance would first have to do a network request to resolve that and then it would realize it's actually the lemmy.world version that it may or may not know about already.