What a wild conspiracy theory.
Legally, they can’t collect and process any of the data unless you accepted a contract with them. Just by sending an upvote or a comment to their instance, you don’t agree to any of this.
And if they choose to ignore the law and just do it anyway, they still can’t, because all they have is the data that your instance sends them. They don’t have your geo-location, device Id, etc.
It doesn’t make sense for Lemmy (or Mastodon) to send your IP to other instances. Without that IP, all they have is your username. They can’t really track you based on just the username.