Hm. As long as you only interact with Lemmy through a (trusted) VPN, or even through Tor, you’re just as safe using Lemmy as you would be any other website. Servers can always see your IP by default, and the owners of those servers can be coerced to give it away by whatever external forces. If you hide your IP, they can’t. That’s pretty much it.
I’m sorry but this really doesn’t apply to a lot of European political landscapes. In Germany for example the biggest conservative party, CDU, is still very much just annoyingly “conservative”, but definitely not “licking the gunpowder residue out of the bullet hole in Hilter’s decaying skull”.