Thanks for the bug report! I've reproduced this locally. I think I can explain 'what' is going on, although I don't yet have grasp of the 'why'.
It looks like, for some reason, in your vignette lines of code are getting some extra HTML styling. Using Right Click -> Inspect Element, I see:

Note that each line of code is wrapped into an <a> tag, with a class sourceLine added. RStudio (for dark themes) injects some CSS to style such anchors:

This does the right thing in plain text, but not for links within code. We'll take a look -- thanks for reporting!