Sphinx cross-referencing error "reference target not found" in nilearn doc build with sklearn 1.3.1

### Describe the issue linked to the documentation

The same Sphinx cross-referencing issue as https://github.com/scikit-learn/scikit-learn/issues/26761 (fixed in https://github.com/scikit-learn/scikit-learn/pull/26770) seems to have popped up again. Since we run our nilearn doc build in nitpicky mode this causes a failure. We can work around it by just ignoring this warning so this is not urgent but just FYI.

<details>
<summary>Relevant warnings from nilearn doc build</summary>
<br>

```bash
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/connectivity_matrices.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/searchlight.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/canica.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/dict_learning.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/glm/first_level/first_level.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/glm/second_level/second_level.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/base_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_spheres_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/hierarchical_kmeans_clustering.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/parcellations.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/rena_clustering.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
/usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/region_extractor.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: sklearn.utils.metadata_routing.MetadataRequest
```
</details>

### Suggest a potential alternative/fix

If I add the option -n (nitpicky) to the sphinx partial build of scikit learn and then run

```bash
$ make html-noplot > sphinx_build_output.txt 2>&1 
$ grep "reference target not found" sphinx_build_output.txt
```
I get quite a few of these warnings

COMMENT:
I am going to have a look at this one.

Labels: Documentation