MIOpen [Redo #1612] Fix make doc issues if all rst are converted to md

#1612 has to be reverted due to the following issue:

myst v0.15.1: MdParserConfig(renderer='sphinx', commonmark_only=False, enable_extensions=['dollarmath'], dmath_allow_labels=True, dmath_allow_space=True, dmath_allow_digits=True, dmath_double_inline=False, update_mathjax=True, mathjax_classes='tex2jax_process|mathjax_process|math|output_area', disable_syntax=[], url_schemes=['http', 'https', 'mailto', 'ftp'], heading_anchors=None, heading_slug_func=None, html_meta=[], footnote_transition=True, substitutions=[], sub_delimiters=['{', '}'], words_per_minute=200)
building [mo]: targets for 0 po files that are out of date
building [latex]: all documents
updating environment: 0 added, 17 changed, 0 removed
reading sources... [  5%] activation                                                                                                                                                                       
Exception occurred:
  File "/usr/local/lib/python3.8/site-packages/myst_parser/docutils_renderer.py", line 968, in run_directive
    if issubclass(directive_class, Include):
TypeError: issubclass() arg 1 must be a class
The full traceback has been saved in /tmp/sphinx-err-8cl8v9tu.log, if you want to report the issue to the developers.
Please also report this if it was a user error, so that a better error message can be provided next time.
A bug report can be filed in the tracker at <https://github.com/sphinx-doc/sphinx/issues>. Thanks!
make[3]: *** [doc/CMakeFiles/sphinx-LATEX.dir/build.make:58: doc/CMakeFiles/sphinx-LATEX] Error 2
make[2]: *** [CMakeFiles/Makefile2:1553: doc/CMakeFiles/sphinx-LATEX.dir/all] Error 2
make[1]: *** [CMakeFiles/Makefile2:1314: doc/CMakeFiles/doc.dir/rule] Error 2
make: *** [Makefile:314: doc] Error 2

_Originally posted by @junliume in https://github.com/ROCmSoftwarePlatform/MIOpen/issues/1612#issuecomment-1191957190_