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.