I'm not that familiar with pkgdown, but it looks like yes, this is a restriction. You'll see that the first page is rendered with a url that ends with "/file_show?path=%2Fcloud%2Fproject%2Fdocs%2F.%2Findex.html", but the links from there don't use "/file_show". If you modify the first url with the path you, it should show each file.
sam