To move somewhere else doesn’t mean to lose your subscriptions in the context of lemmy. What he means is if your main account on lemmy.world and it’s down, you won’t be able to (temporarily) access both your account(=your subs) and lemmy.world’s communities, while if your account on smaller (more stable) instance, it would only affect you by losing access to lemmy.world’s communities, but other subbed communities would still work/appear in your feed.

Hope that explains it.