Answer from @thegiddystitcher@lem.ee when I asked the same question;

Good question, and sorry to disappoint but I believe the answer is still no. This has been talked about a lot ever since the initial exodus over from Reddit, so I can only assume there’s a complicated technical reason why it’s not a thing yet.

If you’re Lemmying from a browser there’s a tool called Lemmy Universal Link Switcher that I’ve heard good things about, although full disclosure I’ve not used it myself. It doesn’t solve the problem of generating instance-agnostic links but it does try to solve it from the reader’s side.