See e.g. https://pursuit.purescript.org/packages/purescript-transformers/3.5.0/docs/Control.Monad.Error.Class#t:MonadError

The type variables m and e in the functional dependency incorrectly render as links; those links would point to values e and m in that module, if values of those names existed (they don't). The type variables should be rendered the same way type variables are rendered in a normal class definition, i.e. not links.

This should be a relatively simple change in Language.PureScript.Docs somewhere.