The left links to the post/comment on your current instance. The right links to the post/comment on the instance it was sent from. You'll see that on this comments the links do differ.
If you're viewing a post that originated on a different server (federated post), the chain icon opens the post through the server you're on, and the colorful fediverse icon opens the post on the actual site it started on.
Try opening a post from your "All" feed and compare the links.