While it is true they are not directly responsible for these communities, they are linking to them through federation. As others have mentioned, lemmy.world is hosted in Germany where laws are stricter around linking to potentially illegal activities. They don’t have the legal team available to them that Reddit do so obviously they want to protect themselves. If it’s a problem to you, sign up with an instance that doesn’t block that type of content.
I watched Enemy At The Gates yesterday and was thinking that there are distinct similarities with what’s happening in Ukraine today.