Just a temporary thing with Lemmy I think - PeerTube (like Lemmy and Mastodon) are already part of the fediverse. You used to be able to successfully subscribe to PeerTube channels from Lemmy (when it was on 0.18), and likely will be able to in future (it’s just a Lemmy bug that needs a fix).
Crikey - it was only added a few hours ago and it’s already all kicking off on their GitHub’s Issues page.