fix: broken links in READMEs and resolve link check issue

[minashkinvladislav]

What does this PR do?

Fixes broken links in READMEs and resolve link check issue
ref: https://github.com/Lightning-AI/pytorch-lightning/actions/runs/19096606339/job/54577052745

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📚 Documentation preview 📚: https://pytorch-lightning--21314.org.readthedocs.build/en/21314/

[matsumotosan]

Just a heads up that there's a few more broken links in the main README. See #21333 for the ones I came across.