The underlying problem here is that CONTRIBUTING.md is assuming the use of the RDoc --page-dir option, and neither ruby-doc.org nor docs.ruby-lang.org use that option, so you end up with a broken link. It seems best to me to remove the use of --page-dir, since fixing all external sources that generate documentation seems a more difficult task. I submitted a pull request for that approach: https://github.com/ruby/ruby/pull/5708
At the April 2022 dev meeting, it was decided to keep the use of --page-dir in Ruby. docs.ruby-lang.org has been fixed to use --page-dir, so it is no longer affected by this issue. This is considered to be a bug in ruby-doc.org.