There is!

Click Communities, and from there you can sort Local (Communities that originate from your instance, for you it's lemmy.world!), or All, which includes most communities every public instance (like how I'm commenting to you from beehaw.org!)

From there, simply subscribe to what communities you like, even if they come from a different instance.

Here's a link for you to investigate.

Use the search function, but give it a moment to retrieve from “all”, it needs a few seconds. If you are looking for your favorite subreddit search the name (HydroHomies, for example) someone may have already got it up and running. If you are looking for topics, search variations of the topic term.

When you find what you are looking for click “subscribe” or follow instructions on the sidebar (a bit of copy and paste sometimes).

Regardless of what instance is hosting the community, you are a member now!

If you don’t find what you are looking for check again later. New stuff is exploding into existence right now with the Rexxit.

Edit: oh, dang, I misread your question. Sorry! I’m gonna leave my comment up, in case it helps someone else.

Same. This is the biggest downside by far for me.