TL;DR: Sphinx capability to interlink classes from external documents does not work when pointing to PySide2/6 docs
 
When writing sphinx documentation, the intersphinx capability lets you link to classes, modules and such from another projects by using configuration like the one below:

example conf.py from a sphinx document.

intersphinx_mapping = {"python": ('https://docs.python.org/3', None),
                       "click" : ("https://click.palletsprojects.com/en/latest/", None),
                       "taurus": ("https://taurus-scada.org/", None),
                       "PySide2": ("https://doc.qt.io/qtforpython-5/", None),
                       }

Example rst that references two external projects:

:py:class:`taurus.qt.qtgui.application.TaurusApplication` inherits  :py:class:`PySide2.QtWidgets.QApplication`

When using intersphinx on PySide2, no links are built. Even though the example above uses PySide2, the same happens with PySide6 docs.

NOTE: there is a sphinx extention https://github.com/Czaki/sphinx-qt-documentation that allows to achieve this. My concern is why this is needed. PySide6 docs indicates it was generated using Sphinx, so intersphinx could in principle be working without extensions.