@starrwulfe Yeah, it's interesting and I think for many, including myself, still a bit confusing! Micro.blog is kind of it's own deal with it's own semi-silo. Our blogs are open via RSS but I think there are still questions/confusions about commenting. I had a friend (not on micro.blog) ask how he could comment on my blog. I could not easily explain to him how to do so. Later he joined Mastodon and he's now on BlueSky. I let him know that he could comment via Mastodon. He was a bit confused at first because I have a stand-alone Mastodon account so he was just interacting to that account.
Since seeing your recent posts about web mentions along with those by @khurtwilliams I'm aware now that there is potential for cross posting comments via the micro.blog timeline to Wordpress blogs but that seems even more confused/difficult and unreliable? I think Khurt has been struggling to get it working.
As for your specific question about federating, with the big ships like Blue Sky and Threads, I like the open, welcome approach.