The problem was first mentioned here
but unfortunately is not limited to particular class, e.g. see screenshot

A problem with the itkgroup.pl might explain the problem.
BTW, locally build HTML Doxygen documentation doesn't have the issue (note, it doesn't contain Sphinx example links, "^" instead), here is html.tar.gz , if someone wish to use the file, please download, it is 1.6GB and my free space on drive is limited, i shall delete the file in several days or so.
Unfortunately i don't know how to invoke _itkgroup.pl_ correctly to test. And my Doxygen knowledge in near zero. BTW, last change of that file was 7 years ago.
The related settings were

Build on Debian 10, Doxygen 1.8.13
Then perhaps it is related the the version of Doxygen used for the build.