Lemmy (and Kbin for that matter) very much do the same thing for posts. I don't think they fetch URL previews for links in comments, but that doesn't matter: posts and comments are both fairly likely to end up spreading to Mastodon/etc anyway, so even comments will trigger this cascade.
Direct example: If you go to mastodon.social, stick @fediverse@lemmy.world in the search box at the topleft and click for the profile, you can end up browsing a large Mastodon server's view of this community, and your very link has a preview. (Unfortunately, links to federated communities just result in a redirect, so you have to navigate through Mastodon's UI.)