First, I get the impression that bridging between services is not mature. To make up an example, federating Lemmy with Mastodon will let you see some, but not all, of the replies, upvotes, reactions, etc., and that the information that gets lost varies depending on which side you're looking from. (That exact example might not be accurate, but that's the sort of concern I've read about.)
Second, I've read that even federation between instances of the same services is not reliable. The main selling point of federation is that the instance you create an account on is largely arbitrary, and that most federated content is visible to you regardless. However, I also frequently see the caveat that

