Internal link syntax does not add link in docstrings args

There are many cases in `datasets` docs where the internal link syntax
```
[`XXXClass`]
```
does not generate the corresponding link when used in Args/Parameters types:
- https://huggingface.co/docs/datasets/master/en/package_reference/builder_classes#datasets.DownloadManager.ship_files_with_pipeline.pipeline
```
pipeline ([`utils.beam_utils.BeamPipeline`]): Apache Beam Pipeline.
```
- https://huggingface.co/docs/datasets/master/en/package_reference/loading_methods#datasets.inspect_dataset.download_config
```
download_config ([`DownloadConfig`], *optional*): Specific download configuration parameters.
```

This issue was mentioned in:
- https://github.com/huggingface/doc-builder/issues/208#issuecomment-1143647934

but I think it is better it has its own Issue page