You have to find the same community in your home instance, instead of going to that instance directly.

I agree this is confusing, especially if you come there from a link. There’s no easy “go to this community on my instance” link right now, though there are user scripts to make this easier.

What you can do is copy a link to a community or post and paste it in the search on your home instance. That’ll hopefully show that post and allow you to subscribe.