This is where your confusing Digital Ocean hosting with Reddit hosting. Reddit is a social site platform. Subs are merely extensions/content similar to Facebook groups.
Discourse is a forum software and each Discourse forum regardless of hosting is seperate from one another. One of the core benefits of paid hosting like Digital Ocean(discourse team) is your paying for tiered levels. The owner of the forum only needs to mainly focus on the front end(there website interface). The Discourse team takes care of server maintenance; which reduces potential downtime that one might experience in a self hosting.
That being said if some discourse communities wanted to link up maybe a plugin could be made. However some might be leary of it as it would likely involve sharing of private data in some way that might cause a security issue.