if you imagine a website as a venue, and your personal website as your home, and let's say a forum is your local community center.
federated data in this sense is like corresponding with people at the community center, in the comfort of your own home, via sending them a letter in the mail.
not federating that data would be like instead inviting people from the community center to come visit you at your house.
once the letter leaves your house, that copy of information is no longer "yours".