I assume this is not frequently implemented because it’s a nuisance (from a developer’s point of view) if you centralized all API requests in a shared component, since you have to point to another base URL on the fly. I am developing a small “toy” client myself and I implemented this feature because I wanted to explore all (and only) the communities on a given instance to list them and access their posts. But subscribing to a community from another instance is more difficult. Since it’s not a highly requested feature, maybe many projects prefer to focus on other features.