You can but they want to see the "Local" view from the perspective of other instances. If you go to your homepage a click the "Local" button at the top you see only posts from sh.itjust.works communities. OP is on lemmy.world so they see just lemmy.world communities if they select that option. They want to see this page from the perspective of any instance they want.
Could be useful particularly for instances that are topic-specific, instead of general purpose.
Not the local feed, no. You can do so via web, but none of the apps are set up to do it afaik. Even via web, you'd have to be logged in somewhere to do more than view the feed, so it isn't really a useful thing since that process takes you out of the instance, or requires signing up on that instance
Lemmy isn't meant for that tbh. Maybe it'll be possible eventually, and maybe one of the apps or browser add-ons will figure out a way, I dunno.
Connect allows you to create "anonymous" profiles on different instances that aren't linked to an account. You can't interact with posts, but viewing is at least possible.