Lemmy instances only know about communities in other instances until a user searched for it, so a bigger instance like lemmy.ml is more likely to already have each community you search for.
But an instance like mine won't have them unless I manually search for them to be imported.
And also, in my instance I won't be getting updates from that community to see in the "all" feed until I subscribe, so my "subscriptions" will be the same as "all".