I'm confused by this, this only happens if you discovered the user outside of your normal server (like if you opened a link to their profile/post from an external source). If you discovered them within your feed just click their profile within your home server and click follow. "logging in to the foreign server" is almost never the right move. Am I missing a particular situation you're describing?
Gotcha, yeah it is more difficult if you got there from a profile link on a website, and browser plug-ins can help with that. I was just confused about the idea that 'browse to profile and click follow' doesn't work, that works just fine in most clients as far as I'm aware. What the OP is talking about is 'remote follow' which is different.