This appears to be one of the most limiting factors in Lemmy right now and is not unique to Mlem. Essentially, your instance can only “see” communities that at least one user on that instance has subscribed to.
Example: I’m on the lemmy.blahaj.zone instance. I’m not subscribed to [email protected], but someone on lemmy.blahaj.zone IS, thus it shows up in my All feed:
lemmy.directory is trying to solve this by subscribing to as many communities as they can find, serving as an “/r/All” for Lemmy as a whole. But you can’t make an account there, so the idea is you browse the directory and subscribe to any communities you like, thus making them available to other users on your instance.