Too many people are confusing the two. Whenever lemmy.ml or its devs do something stupid, people go "Lemmy is getting worse and worse," or "I'm leaving Lemmy," or worse, "I'm leaving for Beehaw."
If you're using Beehaw, then you're using Lemmy. Lemmy is the software these instances run on. If you don't like lemmy.ml, join another instances that have rules that match your philosophy. Some instance hosts authoritarian or fascist shit? Turn to another Lemmy instance. Lemmy.ml is not even the biggest instance. People who just joined and are unfamiliar with the platform will just think the entire Lemmyverse is run by autocratic admins if we don't get our terminology right.
Lemmy.world. Which is ONE example of a Lemmy instance. Lemmy instances don't even need to have Lemmy in the name.
Lemmy is a system that allows anyone to create what is essentially their own Reddit. Each of those are called instances. Lemmy.world is one of those, Lemmy.ml, is another, Beehaw is a third. Each of those Lemmy instances are run by different people for different reasons. Each of them have their own communities. A community is like a subreddit. The post you commented on ("PSA: Lemmy.ml is not Lemmy") was posted to the "Fediverse" community on Lemmy.world. Lemmy.ml could (and possibly does) have it's own Fediverse community. That would be separately run with separate content to the Lemmy.world Fediverse community.
Where it gets a little confusing, is that users in each of those different instances, can access and participate in the communities in each other's instances. IE, if you set up your own Lemmy instance called TimeLighter.IsCool and created a community called "Timelighter appreciation society" I could potentially join that community using my Lemmy.world account (assuming you allowed it.) I wouldn't need to create an account specifically on the TimeLighter.IsCool Lemmy to access it. If I did though I'd still (in theory) be able to use it to participate in the communities here at Lemmy.world.
Yes they do to one degree or another that I'm not certain of. You definitely see all of the local (ie lemmy.world) communities and the communities you've subscribed to from other instances on the all tab. I think you actually can see content come up from any community from other instances that lemmy.world is federated with whether you have subscribed to them or not (ie, lemmy.world and that instance both have their settings such that lemmy.world users have access to that instance's communities. So for example you wont see content from the weird nazi instance because lemmy.world has defederated from them.)
Actually now I'm saying this I think it might be more subtle still. I think all shows everything from lemmy.world plus any community from a federated instance that a lemmy.world user has interacted with.
So if lemmy.world is federated with lemmy.madeup but noone from lemmy.world has interacted with their content yet they wont show up in all but once lemmy.world users have visited !madeup@lemmy.madeup and !catpics@lemmy.madeup then the c/madeup and c/catpics communities from lemmy.madeup would then show up in lemmy.world's all feed. I'm like 80%+ sure that's how it works. I'm still learning too!
NB: I will try to revist and clean up this comment once I'm 100% certain of how it works.