Most 3rd party Reddit apps supported this, and some other Lemmy apps do as well (e.g. Connect). Using an internal browser is nice because it doesn't take you out of the app, and also doesn't store browsing history by default.
EDIT: There are lots of comments pushing back on this...so I want to reiterate that I think this should be an option you can choose, not a replacement for the current behavior.
I searched the first two pages and didn't see anything. Looks like Beehaw's copy of this community is missing posts which is frustrating.
I found the post on lemmy.ml directly: https://lemmy.ml/post/4803018?scrollToComments=true
Solution they gave was: