In theory, a Mastodon instance could see content from a Lemmy instance (and Pixelfed and Loops and so on) as they all use the same underlying protocol to trade information, but in practice, it seems that sites basically stick to trading with other sites in their wheelhouse.

Whenever you see somebody linking to the user they're replying to at the beginning of their comment, you're likely seeing somebody posting from Mastodon because their UI is user-feed-oriented instead of thread-oriented.