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.
I usually follow people based on them mentioning their handle on podcasts, or linking to their feed from their profile on another website.