They ARE different sites, but they're federated. Basically, sites on the Fediverse (the nickname for the group of sites which share this functionality) can communicate. So, for example, Mastadon, Lemmy and kbin are all on the Fediverse, so they can communicate (when sites on the Fediverse are able to communicate, people say they are "federated").
Let me give you an example!
Say you're on Mastadon and you post something. That post will be visible to users on Lemmy and kbin, and people from Lemmy and kbin can comment and interact with it (since they all share the same protocol). Lemmy / kbin users will not have the 400 character limit Mastadon has, but they will still be able to interact.
Same thing if you make a post on Lemmy - on the whole, the Fediverse will be able to see your posts. Same with your comment here (Lemmy users can see it. For an example of a comment from another site, check out Stux's comment below - they are from Mastadon)
They are all distinct apps with distinct features, they just can communicate with each other. Imagine it like Twitter and Facebook could see each others' posts.
Now, some instances of Lemmy and kbin (basically, some servers of them) are blocked from federation with others on the Fediverse (aka, recently Beehaw - a Lemmy instance - blocked another Lemmy instance) but that is on a per-instance basis.