[doc] Fix missing JQuery dependency in documentation's `conf.py`

[teojgo]

Fixes #3112

[codecov[bot]]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (46aa869) 86.63% compared to head (64a0e4e) 86.63%.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## master #3121 +/- ## ======================================= Coverage 86.63% 86.63% ======================================= Files 61 61 Lines 12042 12042 ======================================= Hits 10432 10432 Misses 1610 1610 ```

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