I guess I’m kind of asking / supposing, but I wouldn’t be surprised at all if lemmy / activitypub doesn’t really work that way.

As in, posts to feddit.uk are stored on feddit.uk. If you read a thread from sh.itjust.works/c/whatever@feddit.uk then sh.itjust.works server will pull it down from feddit.uk and show you the post. It may even cache a copy of the post to show it to another user, but that’s not the same as backing up the post.