When I checked "How to contribute" page on storybook.js.org, a link
titled "Continue reading our contributor covenant" pointed to GitHub's
404 page. The last item of the URL path was "CODE_OF_CONDUCT.mdx", which
is not common filename people uses, therefore I suspected this is not
the only broken link in the docs.

And I was right. I ran the below command (rg = RipGrep) then found
several 404 links.

```
$ cd docs
$ rg "https?:[\S)]+mdx\)" --sort path
```

Git blame told me that some of ".md" to ".mdx" migration works
accidentally changed non-docs URLs ending with ".md" too.

StackBlitz URL in docs/api/main-config/main-config-indexers.mdx is not
actually a dead link, as the service redirects to the `README.md`.
However, the redirection takes loooong so I replaced that as well.

There are still two links that match to the above regexp:

* <https://github.com/storybookjs/storybook/blob/next/docs/get-started/setup.mdx>
  at docs/contribute/documentation/new-snippets.mdx L42
* <https://marketplace.visualstudio.com/items?itemName=unifiedjs.vscode-mdx>
  at docs/writing-docs/mdx.mdx

but those two are both valid (alive) URLs.