This plugin supposedly kind of does that. I remember a few years ago Google removed it from the Chrome store, which I took as a good sign.
I never gave it a go though so I don't know how well it works nor if it's maintained; not only am I a bit too lazy to try to do some of that research myself, I also don't browse that many different websites to consider I could have relevant data.
The content of one instance can be very out of sync with another.
Example, this thread in kbin is visible here in lemmy.world, and at the time of writing, not even a 3-day-old comment shows on lemmy.world.
I have been subscribed to this community from beehaw in lemmy.world for those 3 days, which as far as I'm aware is the only pre-requisite to sync. But if syncing takes longer than 3 days...