Unfortunately I think you’re right. I tested it by trying to load the Lemmy post up on a couple of single-user Mastodon instances, and they failed to load it.
It looks like only Mastodon and PeerTube and maybe a couple others list replies alongside the post. It would be nice if more did because I’m relying on the feature for this project of mine: https://github.com/BentonEdmondson/servitor
But in the use case you give, how could you view the replies below the liked comment? If the replies key is absent you can’t. So you can only see those for Mastodon/PeerTube in that case, not Lemmy/Pleroma.