Maybe that's rather a Github bug because pull(s) and commit(s) works this way. But at least it is now as in /pdns/docs/conf.py
# -- Changelog Options ----------------------------------------------------
-changelog_render_ticket = "https://github.com/PowerDNS/pdns/issue/%s"
+changelog_render_ticket = "https://github.com/PowerDNS/pdns/issues/%s"
changelog_render_pullreq = "https://github.com/PowerDNS/pdns/pull/%s"
changelog_render_changeset = "https://github.com/PowerDNS/pdns/commit/%s"