Actually, no. OP is just a Lemmy.world user so the post exists on Lemmy.world server despite being posted to lemmy.ml.
You’ll find that if your client is properly written, it’ll send you to the appropriate post on Lemmy.ml regardless.
For example here’s one of your posts : lemmy.keychat.org/post/799992 which exists on lemmy.keychat.org despite being posted to lemmy.world. This is just how Lemmy’s federation works in it’s current state, your post isn’t being duplicated to the other servers but rather hyperlinked in way.
Unfortunately, my client prefers direct post links and not the indirect hyperlinks shared with the federated server.
Also, you have to link posts as Lemmy lacks any real unified coss-post functionality currently.