I think it’s fine to use unique platform features like this, but if you’re actually using this actively, be aware that not everyone will see your titles as you intended them. It’s only Lemmy users that can see it actually render “properly”, everyone else just sees the plaintext Markdown symbols.
It’s a misunderstanding by you. It’s not that you have one account on one website and can login on all the others with it. Rather, you can look at content and interact with users from other websites from your home one.
Like, it’s really a lot like Email. If you’re signed up with Gmail, you can freely send emails to users signed up with other email providers. But you can’t just go to Outlook’s online version and log in with your Gmail account. The same applies to the fediverse.
That said, if your goal is to interact with the rest of the fediverse, you’re probably better off switching to Mbin. Lemmy doesn’t really care about anything that’s not a Reddit-like.