I understand it fine. I just don't like it.
Obviously, different Mastodon instances don't have shared credentials. Which means that whenever you visit a different instance in a web browser, it doesn't know you, and thus you can't just follow someone, or have your preferences apply to the page, etc. It's unlikely that this problem will ever be solved, given the nature of the protocol, and given that it hasn't been solved yet.
I'm not ideologically attached to federation. All I wanted was an alternative to Twitter. I found that attempting to migrate from Twitter to Mastodon was unpleasant. I expect that other people — not everyone, but many — will feel the same way, which limits Mastodon's adoption.
> Mastodon is developed mostly by volunteers rather than a team of well paid UX specialists
I can sympathize with their lack of resources while still not wanting to use Mastodon myself.
So you would click the "Add this person as a friend on my home instance" button on the third party page, and it would bring up a little text box which you could fill and submit with a couple of clicks, then it would redirect you to your instance with an agreed URL parameter, so that your instance would ask whether you really wanted to add them.
Assuming your instance remembers who you are with a cookie (and the third party instance can remember your home instance too), the process could be minimally onerous.
[0] https://developer.mozilla.org/en-US/docs/Web/HTML/Attributes...
Agreed though that the UX must improve.
Edit: here it is: https://addons.mozilla.org/en-US/firefox/addon/mastodon-simp...