That is how federation works. You will not get all content automatically, only the ones you wish for.
When you subscribe to a new community (as in your instance hasn't "seen" it yet), it will fetch the last 20 posts. (excluding votes and comments)
If you wish to see older comments and posts, you must fetch them manually. You can see how that can be done here: https://join-lemmy.org/docs/administration/federation_getting_started.html