Fail the build on any Sphinx warnings

.github/workflows/python-package.yml

@@ -857,9 +857,11 @@ jobs:
         uv pip install -r requirements-dev.txt
         uv pip install ./dist/*.whl
     - name: Build docs
+      # NOTE: This will break on any Sphinx warnings
+      # See: https://stackoverflow.com/questions/38048945/how-to-turn-warnings-into-errors-when-building-sphinx-documentation-with-setupto
       run: |
         cd docs/
-        make html
+        make html SPHINXOPTS="-W --keep-going -n"
     - name: Upload docs
       uses: actions/upload-artifact@v4
       with: