If I view a profile (@lisas) from my own server, following is easy-peasy. Note the web address below. However, it does not display follows from other servers, making it harder to browse for other people to follow.
If you click through to view the profile on its home server, it looks different. I think this is what happens when @jroper right clicks. The good news is that you can see more followers. However…
To the best I can tell, if someone else on my server already follows a profile, I can view that profile from my home server. If no one on my server follows a profile, then my server knows nothing about that profile, and the only option is to view it on its original server. This seems reasonable from the perspective of running a server, but as a user it means the experience is better from a bigger server.