So I usually hate sending over bluesky links anywhere since I'm not a fan, but Rob Ricci highlights some important distinctions between #activitypub and #atproto
Fundamentally, activitypub is designed to be useful with a partial view of the network. (Narrowing down to #mastodon here) Likes are communicated, mentions are communicated, and so on.
Over at atproto land, you have no option but to write to your repo, and so you have no choice but to view the entire network to say, find replies and such (narrowing to #bluesky here). So the only way you can get your data is to read the network and filter it yourself, or have someone else do it for you, which doesn't solve the problem, only shift it.