Very simple, from the source:
Lemmy Universal Link Switcher, or LULs for short, scans all links on all websites, and if any link points to a Lemmy instance that is not your main/home instance, it rewrites the link so that it instead points to your main instance.
In essence, any Lemmy link you come across is automatically redirected to your home instance. It’s also easy to customise, you can add/remove instances and prevent it from working on particular sites (or force it to only work on sites you wish).
Can be installed with Tampermonkey or ViolentMonkey (or similar tools).
note: this may also work just fine on mobile browsers that support extensions (and would likely help direct your browser to opening your lemmy app - if you have one - more often), but I haven’t tested this.
What does Voyager do if you click on a link to another instance? Open in the browser?
Thunder tries to resolve the link to your local instance and opens it directly in the app.