Address CI failures in .tests.test_docs

[khaeru]

Similar to #184.

PR checklist

• Checks all ✅
• Update documentation
• Update doc/whatsnew.rst

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 98.09%. Comparing base (3c6c199) to head (0c4d1fa).
Report is 8 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #231      +/-   ##
==========================================
- Coverage   98.92%   98.09%   -0.84%     
==========================================
  Files         103      103              
  Lines        8669     8669              
==========================================
- Hits         8576     8504      -72     
- Misses         93      165      +72     

Files with missing lines	Coverage Δ
sdmx/tests/test_docs.py	100.00% <100.00%> (ø)

... and 20 files with indirect coverage changes

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