As far as I know this isn’t a feature that exists, but I know the protocol should make it fairly easy.
What I’m thinking is for Lemmy to basically have the option to inherit the comment thread when posting a URL to another fediverse service.
E.g. If crossposting a Lemmy thread, you get a tickbox saying “inherit comment section” or something and it makes the new thread effectively a symlink to the original.
This could also be used to bootstrap other fediverse services like pixelfed and peertube by enabling people to comment directly from their Lemmy instance.
I think this would be simple ActivityPub-wise, but would be more complicated in terms of moderation and would involve some non-arbitrary decisions.