I had a look and it's a little tricky because single backticks are used for two purposes in this case: marking code in markdown, and parsing infix operators in R.
So when you write `%in%` in markdown, it gets translated to <code>%in%</code>, which lacks the backticks, which are required for R to parse correctly.
If you use double backticks in markdown (`` ?`%in%` ``), then help for %in% is linked correctly. But a bare function link does not work (`` `%in%` ``) (missing the ?), and it would be annoying to use double backticks everywhere anyway.
I think we'd have to modify the HTML tweaking code to check whether <code>%in%</code> was a backticked infix operator (in the markdown version) and then link it as if it were.