Because people don't understand how copyright works.
In most countries any copyrightable work that you produce is automatically covered by copyright. You don't need to do anything additional to gain that protection.
Most Lemmy instances don't have any sort of licensing grant in their terms of service. So that means that the original author maintains all ownership of their work.
So technically what these people are doing is granting a license to their comment that allows it to be used for more than would otherwise be allowed by the default copyright protections.
What they are probably trying to accomplish is to revoke the ability for commercial enterprises to use their comments. However that is already the default state so it is pretty irrelevant. Basically any company that cares about copyright and thinks that what they are doing isn't allowed as fair use already wouldn't be able to use their comments without the license note. So by adding the license note all they are doing is allowing non-commercial AI to scrape it (which is probably not what was intended). Of course most AI scraping companies don't care about copyright or think that their use is not protected under copyright. So it is again irrelevant.
Allowing showing different domains than the actual click target is wildly reckless and should be punishable.
"Oh but our poor advertisers want to use click tracking and it is too hard to set up on their main domain". Oh boo hoo, I'm sure if it is important to them they will figure it out.