It looks like in 0.22 sphinx gallery goes berserk and generates cross-doc links for just about everything. See for example [0.22](https://scikit-learn.org/stable/auto_examples/tree/plot_unveil_tree_structure.html) vs [0.21](https://scikit-learn.org/0.21/auto_examples/tree/plot_unveil_tree_structure.html)
