The question hasn't been legally tested, it's no more certain now than it was before.
While it might be the case that the EU could come down on a user's main instance for not deleting everywhere, really it's no different to anywhere else - any app that uses an API or even just a simple scraper can get comments that a user posts, so as with those it could also simply fall to the user to go around each and every instance and request deletion. Arguably, the Fediverse is better than this because it does include a facility for deleting things from a host instance - the only issue is that the other instance might not necessarily follow that (as instances don't necessarily run pure lemmy code, in fact they could run anything).