Fix GFM reference links for closed milestones

What does this MR do?

This MR fixes reference links for closed milestones of banzai milestone_reference_filter.

Why was this MR needed?

Bugfix.

Does this MR meet the acceptance criteria?

• Changelog entry added, if necessary
• Documentation created/updated
• API support added
• Tests added for this feature/bug
• Review
  • Has been reviewed by UX
  • Has been reviewed by Frontend
  • Has been reviewed by Backend
  • Has been reviewed by Database
• Conform by the merge request performance guides
• Conform by the style guides
• Squashed related commits together

What are the relevant issue numbers?

Closes #39850 (closed)