[docs] Integrate `sphinx-issues` into the Sphinx config

[webknjaz]

What's the problem this feature will solve?

Reducing maintenance burden in this repo.

Describe the solution you'd like

Integrate https://github.com/sloria/sphinx-issues, replacing most of the extlinks definitions in docs/html/conf.py.

Alternative Solutions

.. not doing this?

Additional context

Many projects copy-paste definitions like "issue": ("https://github.com/pypa/pip/issues/%s", "#%s"), but it basically means that alls those places where it's pasted need to be updated. Like the last time %s needed to be added everywhere due to update in Sphinx itself.
Moreover, said extension is implemented in a more flexible manner, provides an extended syntax and extra linking related roles (like referencing GH users) for free.

Code of Conduct

• I agree to follow the PSF Code of Conduct.

[Keyuan125]

Can I try to work on this issue?

[uranusjr]

Sure, give it a go.

[shenxianpeng]

Since I see this ticket hasn't started at all, so I draft PR #12616