This is one of my most wanted features, too. It is especially needed on the fediverse, because there are so many duplicate communities from different servers. It would be really nice to be able to unify those fragmented communities into one feed.
It seems that the developers of Lemmy are hard at work trying to improve the product. The huge increase in users and traffic has shown some of its weak points under load. I think they are focusing on scalability and performance issues right now, so it might take some time to get to new user-facing features.
About two weeks ago they posted this: https://join-lemmy.org/news/2023-06-17_-_Update_from_Lemmy_after_the_Reddit_blackout
...which sort of touches on their progress and on improvements.