Privacy is a reverse idea on the Fediverse. I know it's a hot take, but by design the Fediverse is never going to be private and people should stop assuming it is.
When you send out a comment/like/post/whatever, you are literally broadcasting a message to any other instance listening. It essentially just says
{
messageId: 42,
message: "This is some message",
action: "comment"
}
and if you want to delete that message it's essentially
{
messageId: 42,
action: "delete"
}
While Lemmy and Mastodon respect that, anyone can build any fediverse app and simply choose not to use it. Anyone can build a search engine and can choose to respect the delete or not. Any instance could defederate from them if they don't like that, or they may not care. The point however is that ActivityPub is designed this way, and there really isn't a better way.
If your comment has been sent out to other instances - well then it's there already. You can't delete it without some form of just asking politely that they delete it. They have it already, it could be stored in their DB, duplicated in other DBs, aggregated and sent to AI, searchable, whatever. They have it. There is no concept of "delete" on the fediverse. It's asking nicely for them to delete it.