FYI, the @ doesn’t make a link unless you select it from the dropdown box, or actually type out some link code eg [link text](@user@instance). This link will also take you to their instance, away from the instance you’re logged into.
To automatically generate an instance agnostic link you need to use /u/user@instance, so /u/[email protected]. However, this won’t create a mention to their inbox, you can only do a mention with the link code.
Disclaimer: all this behaviour I’m describing is the core lemmy website behaviour, apps may have their own quarks.