Lemmy instances are hosted all over the world, by people in a wide variety of jurisdictions. A particular instance of Lemmy might be risking trouble, but Lemmy as a whole (and the Fediverse as a whole) is not.

If I were to write up a simple forum server and post the code, and it happens to lack the ability to delete comments, I’ve done nothing wrong. Someone running that software in the EU might run into some trouble, but I’m not on the hook for that.