Should update Sphinx version used to build documentation

[rwest]

Motivation or Problem

Commit 5de1dfa pinned us to version 5 of Sphinx with the note "set sphinx to older, compatible version"
That is 3 years old. It's now on Sphinx v8.

Desired Solution

It would be nice to stay compatible with updates - presuming they are improvements.

Potential Alternatives

If impossible to be compatible with newer versions, we should document (eg. here) what the incompatibilities are.

There are some reasons to pin a specific version for CI publishing, so that changes to Sphinx don't suddenly break our documentation builds. But if we put in place checks that it ran we could probably protect against this.
Or at least we could pin it to a more recent version than 5, and revisit it every so often?

Other notes

Recently a syntax error crept into the documentation and the CI passed on the pull request without catching the warning. I think the CI building documentation should probably alert us to problems.

[JacksonBurns]

I'll mention that the reason I pinned the Sphinx version was that, during the upgrade from Python 3.9 to 3.7, we were able to upgrade all the way from Sphinx 5 to Sphinx 8. Sphinx 8, when attempting to build the documentation, ran in to some error that I can't quite recall (I think some other dependency was of an incompatible version and not properly limited by sphinx, leading to an import error within Sphinx?), but that was most easily solved at the time by just pinning to Sphinx 5.

In principle, there's nothing we do in the documentation itself that would necessitate Sphinx 5. Adding support for the latest version should be a matter of just finding whatever small bug/s there is/are.