You have to think of lemmy.world as your lemmy provider. Just like with e-mail you have your own email provider from the ISP, or gmail, or … If your own provider is down, you can’t receive or send mails, but all other people can send mails to each other. It’s the same with lemmy, but then for reading posts and send comments to that instance/provider.

Because they’re on lemdro.id as lemmy provider, not lemmy.world. That’s the @ part in the user name.