For inbound federation, you will be missing a lot of objects. You probably joined !fediverse@lemmy.world and got the recent posts, but the posts don't come with comments. So you might have got a 'Like' for https://lemmings.world/comment/13734343 or https://lemmy.nz/comment/13745305 but they'll be nothing in your DB for them.
By default, PieFed doesn't fetch objects that it's missing, like Lemmy does. It's an Issue that's come up, but Rimu was a bit dismissive, because for something like piefed.social, the main reason why something would be missing is because the author was banned, or it was in reply to an author that was banned, so it would be a lot of wasted effort. There's an arguably a conflict that will often occur when the sole person in charge of the software is also the admin of an already-established instance.
I started my server a day or so before you, and added functions to recursively fetch missing objects, and the relevant post has both of your missing objects. I can share those functions with you if you like, although you're very likely to be able to code something better yourself.
For outbound federation, PieFed to PieFed is instant, but for PieFed-to-Lemmy, you have to get into a queue.