If you choose an instance that has nsfw disabled, you can’t see those communities on lemmynsfw anyway, even via the search functions.

Instances that do have nsfw enabled needs to be careful as if one of their users goes onto an other instances community with illegal nsfw stuff, it’s cached on their servers anyway just like your browser caches the images and videos from websites. I guess the cache can be deleted on a cron job but still something I would wanna stay away from if I was a Lemmy instance admin. Defederating would be what stops this.