They haven't. There is https://redditmigration.com which lists some attempts to create alternative communities in the Fediverse, but few of those have gained any traction. Most Reddit communities are still where they were before – on Reddit.

And considering that the main purpose of Lemmy and Mastodon in practice appears to be for their creators and their acolytes to police their communities' political compliance, I'd say that is probably the lesser evil.