DOC: Check if the sphinx warning is caused by the label name
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

@attack68 any idea what the problem can be? The doc raises a warning for the label it can't find, but only in 2.0.x, which is weird since the code doesn't seem to have changed. I guess it may be that we're using different versions of sphinx or an extension between `main` and `2.0.x`, but not sure exactly what's wrong. Seems like the wrong label was the problem. Closing, since this is targeting the `2.0.x` branch, and will reopen to `main` and backport. No idea why the CI is unhappy in `2.0.x` and happy in `main`, I guess it's about the version of dependencies, but worth fixing it everywhere.