The post you linked is from the [email protected] community/magazine. This means that it's hosted on lemmy.world website. The url you gave is fedia.io, meaning that you're on fedia.io website, viewing a post hosted on lemmy.world.
I'm not really sure what the parenthesis listing is for.
I believe the parenthetical is where that particular link is hosted. So while the main post is on lemmy.world, that particular link will take you to the version of that thread that was pulled to fedia.io, which you see in the full link OP posted, it starts with "https://fedia.io," exactly as you pointed out. It makes sense for typical links like if you post an article from "nytimes.com" but is fairly confusing when it comes to federated content. I could be wrong, but that's what it looks like to me.