ci/docs: split building html | linkcheck

[Borda]

Before submitting

• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
• Did you make sure to update the docs?
• Did you write any new necessary tests?

What does this PR do?

clarify the failing point

PR review

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

Did you have fun?

Make sure you had fun coding 🙃

[codecov]

Codecov Report

Merging #281 (67205e5) into main (9334a3e) will not change coverage.
The diff coverage is n/a.

Additional details and impacted files

@@         Coverage Diff         @@
##           main   #281   +/-   ##
===================================
  Coverage    73%    73%           
===================================
  Files         2      2           
  Lines       382    382           
===================================
  Hits        280    280           
  Misses      102    102